An analysis of spillover of return and asymmetric spillovr of volatility between NIFTY and India VIX
Monika Chopra
| Year of publication: |
2018
|
|---|---|
| Authors: | Chopra, Monika |
| Published in: |
South Asian journal of management : SAJM. - Hyderabad : AMDISA, ISSN 0971-5428, ZDB-ID 2446149-0. - Vol. 25.2018, 2, p. 90-116
|
| Subject: | Asymmetry | NIFTY | Spillover | VIX | Volatility | Volatilität | Indien | India | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012011151