Dynamic volatility spillover connectedness of sectoral indices of commodity and equity : evidence from India
Shriram Anil Purankar, Vipul Kumar Singh
| Year of publication: |
2020
|
|---|---|
| Authors: | Purankar, Shriram Anil ; Singh, Vipul Kumar |
| Published in: |
International journal of management practice : IJMP. - Olney, Bucks : Inderscience Enterprises, ISSN 1741-8143, ZDB-ID 2170808-3. - Vol. 13.2020, 2, p. 151-177
|
| Subject: | volatility | spillover | correlation | DCC GARCH | MCX | NCDEX | NSE | sectoral indices | commodity | India | Volatilität | Volatility | Indien | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Korrelation | Correlation | Aktienindex | Stock index | Wirtschaftsindikator | Economic indicator |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJMP.2020.105670 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012177949