Volatility and asymmetric analysis of Indian indices during Covid-19 pandemic period
S. Shameem Banu, Dr. N.S. Shibu
Year of publication: |
2022
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Authors: | Banu, S. Shameem ; Shibu, N. S. |
Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 29.2022, 1/630, p. 215-222
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Subject: | Asymmetric volatility | Stock Market | Covid-19 pandemic | GARCH | TGARCH andEGARCH | Indien | India | Coronavirus | Volatilität | Volatility | ARCH-Modell | ARCH model | Epidemie | Epidemic | Börsenkurs | Share price | Aktienindex | Stock index | Aktienmarkt | Stock market | Wirkungsanalyse | Impact assessment |
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