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REGIME DEPENDENT EFFECT OF OUT...
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Testing predictability and nonlinear dependence in the Indian stock market
Sarkar, Nityananda
;
Mukhopadhyay, Debabrata
- In:
Emerging markets finance & trade : a journal of the …
41
(
2005
)
6
,
pp. 7-44
Persistent link: https://www.econbiz.de/10003304397
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Return and volatility interdependences in up and down markets across developed and emerging countries
Kundu, Srikanta
;
Sarkar, Nityananda
- In:
Research in international business and finance
36
(
2016
),
pp. 297-311
Persistent link: https://www.econbiz.de/10011594440
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