Comparative volatility study on India VIX by GARCH and Shannon's entropy form a behavioural finance viewpoint
Bikramaditya Ghosh and Nabila Nisha
| Year of publication: |
2018
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| Authors: | Ghosh, Bikramaditya ; Nisha, Nabila |
| Published in: |
International journal of applied business and economic research. - New Delhi : Serials Publ., ISSN 0972-7302, ZDB-ID 2460416-1. - Vol. 16.2018, 2, p. 317-324
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| Subject: | GARCH | Shannon' entropy | India VIX | Herd Behaviour | Cognitive bias | Heuristic simplification | Econometrics | Econophysics | Indien | India | Volatilität | Volatility | Entropie | Entropy | ARCH-Modell | ARCH model | Anlageverhalten | Behavioural finance | Herdenverhalten | Herding | Ökonophysik | Ökonometrie | Systematischer Fehler | Bias | Börsenkurs | Share price |
| 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/10012007315