Volatility spillover between Indian and mint stock exchanges : portfolio diversification implication
Year of publication: |
2019
|
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Authors: | Yadav, Miklesh Prasad ; Pandey, Asheesh |
Published in: |
The Indian economic journal. - Thousand Oaks, CA : Sage Publishing, ISSN 2631-617X, ZDB-ID 2127664-X. - Vol. 67.2019, 3/4, p. 299-311
|
Subject: | dynamic conditional correlation | MINT economies | portfolio diversification | Volatility spillover effect | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Indien | India | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income |
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