Asset price simulation and garch modeling in Indian derivatives market : a case study
Nand Kumar, Puneet Gupta & Archana Singh
| Year of publication: |
2015
|
|---|---|
| Authors: | Kumar, Nand ; Gupta, Puneet ; Archana Singh |
| Published in: |
The Indian economic journal. - Thousand Oaks, CA : Sage Publishing, ISSN 2631-617X, ZDB-ID 2127664-X. - Vol. 62.2015, 4, p. 1185-1203
|
| Subject: | ARCH-Modell | ARCH model | Indien | India | Derivat | Derivative | Simulation | Finanzmarkt | Financial market | Volatilität | Volatility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0019466220150401 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012228581