Empirical investigation of select NSE sector specific indices to ascertain seasonality & asymmetries in their return & volatility
Rakesh Shahani and Ananya Sharma
| Year of publication: |
2020
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|---|---|
| Authors: | Shahani, Rakesh ; Sharma, Ananya |
| Published in: |
Business analyst : a refereed journal of Shri Ram College of Commerce. - Delhi, ISSN 0973-211X, ZDB-ID 2824157-5. - Vol. 41.2020, 1, p. 55-80
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| Subject: | Seasonal Variation | Asymmetry | Dummy | Sector Specific Index | Spillover | Volatilität | Volatility | Saisonale Schwankungen | Seasonal variations | Schätzung | Estimation | Börsenkurs | Share price | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Index | Index number |
| 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/10013177289