Stylized facts of the Indian stock market
Rituparna Sen, Manavathi Subramaniam
| Year of publication: |
2019
|
|---|---|
| Authors: | Sen, Rituparna ; Subramaniam, Manavathi |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 26.2019, 4, p. 479-493
|
| Subject: | National stock exchange | Volatility clustering | Leverage effect | Heavy tails | Power law | Indien | India | Volatilität | Volatility | Aktienmarkt | Stock market | Börsenkurs | Share price | Börse | Bourse | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-019-09275-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012309816