Modelling Stock Market Volatility: Evidence from India
This study empirically investigates the volatility pattern of Indian stock market based on time series data which consists of daily closing prices of S&P CNX Nifty Index for ten years period from 1st January 2003 to 31st December 2012. The analysis has been done using both symmetric and asymmetric m...
Guardado en:
| Autores principales: | , |
|---|---|
| Formato: | Artigo |
| Lenguaje: | Inglês |
| Publicado: |
University of Primorska
2015-03-01
|
| Colección: | Managing Global Transitions |
| Materias: | |
| Acceso en línea: | http://www.fm-kp.si/zalozba/ISSN/1581-6311/13_027-041.pdf |
| Etiquetas: |
Sin Etiquetas, Sea el primero en etiquetar este registro!
|