Power law in tails of bourse volatility : evidence from India
Year of publication: |
2019
|
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Authors: | Ghosh, Bikramaditya ; Krishna, M. C. |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 16.2019, 1, p. 291-298
|
Subject: | Econophysics | Hill estimator | Levy flights | Indien | India | Volatilität | Volatility | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Ökonophysik | Aktienmarkt | Stock market |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Zusammenfassung in ukrainischer Sprache |
Other identifiers: | 10.21511/imfi.16(1).2019.23 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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