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Persistence in the Russian stock market volatility indices

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2018

Persistent link: https://www.econbiz.de/10011995731

Long range dependence in the Indian stock market : evidence of fractional integration, non-linearities and breaks

Gil-Alaña, Luis A.; Tripathy, Trilochan - In: Journal of quantitative economics : official journal of … 14 (2016) 2, pp. 199-215

Persistent link: https://www.econbiz.de/10011639888

The effect of intellectual capital on firms' financial performance : an empirical investigation in India

Tripathy, Trilochan; Gil-Alaña, Luis A.; Sahoo, Debadutta - In: International journal of learning and intellectual … 12 (2015) 4, pp. 342-371

Persistent link: https://www.econbiz.de/10011538304

Mean reversion in agricultural commodity prices in India

Gil-Alaña, Luis A.; Tripathy, Trilochan - In: International advances in economic research : IAER ; an … 20 (2014) 4, pp. 385-398

Persistent link: https://www.econbiz.de/10010532661

Macroeconomic regimes and foreign exchange rate volatility in India

Tripathy, Trilochan; Gil-Alaña, Luis A. - In: The IUP journal of applied economics 16 (2017) 3, pp. 25-46

Persistent link: https://www.econbiz.de/10011794279

Persistence in the Russian stock market volatility indices

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2018

This paper applies a fractional integration framework to analyse the stochastic behaviour of two Russian stock market volatility índices (namely the originally created RTSVX and the new RVI that has replaced it), using daily data over the period 2010-2018. The empirical findings are consistent...

Persistent link: https://www.econbiz.de/10011903723

Modelling time-varying volatility in the Indian stock returns : some empirical evidence

Tripathy, Trilochan; Gil-Alaña, Luis A. - In: Review of development finance 5 (2015) 2, pp. 91-97

Persistent link: https://www.econbiz.de/10011447272

Volatility persistence in the Russian stock market

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Finance research letters 32 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012430826

Long range dependence in the indian stock market : evidence of fractional integration, non-linearities and breaks

Gil-Alaña, Luis A.; Tripathy, Trilochan - In: Journal of quantitative economics 14 (2016) 2, pp. 199-215

Persistent link: https://www.econbiz.de/10012418211

Effect of intellectual capital on firms' competitive advantage condition : an empirical investigation in India

Tripathy, Trilochan; Gil-Alaña, Luis A.; Sahoo, Debadutta - In: Review of economics & finance 8 (2017) 2, pp. 61-78

Persistent link: https://www.econbiz.de/10011672824