Volatility clustering and persistence of volatility in national stock exchange market of India
Year of publication: |
September 2018
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Authors: | Das, Subhrabaran ; Ali, Intaz |
Published in: |
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics. - Pune : [Verlag nicht ermittelbar], ISSN 0004-3559, ZDB-ID 303536-0. - Vol. 60.2018, 3, p. 295-307
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Subject: | Volatilität | Volatility | Kapitalstruktur | Capital structure | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Indien | India | 2005-2014 |
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