Time-varying momentum return in Indian stock market
Year of publication: |
2015
|
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Authors: | Tripathy, Trilochan ; Ranajee ; Mishra, Ajay Kumar |
Published in: |
International journal of behavioural accounting and finance : IJBAF. - Bath : Inderscience Enterprises, ISSN 1753-1969, ZDB-ID 2471858-0. - Vol. 5.2015, 3/4, p. 203-241
|
Subject: | momentum returns | volatility persistence | asymmetric volatility | metadata | Volatilität | Volatility | Kapitaleinkommen | Capital income | Indien | India | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Schätzung | Estimation | Börsenkurs | Share price |
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