Volatility clustering in aggregate stock market returns : evidence from Indian stock market
Year of publication: |
2008
|
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Authors: | Ahmed, Shahid |
Published in: |
Praj̄nȧn : journal of social and management sciences. - Pune : National Institute of Bank Management, ISSN 0970-8448, ZDB-ID 190581-8. - Vol. 36.2008, 4, p. 307-323
|
Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Volatilität | Volatility | ARCH-Modell | ARCH model | Indien | India | 1997-2006 |
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