Forecasting stock market volatility in India : using linear and non-linear models
Kaliyaperumal Srinivasan, Ph.D; Malabika Deo, Ph.D
| Year of publication: |
December 2010
|
|---|---|
| Authors: | Srinivasan, Kaliyaperumal ; Deo, Malabika |
| Subject: | BSE Sensex | Emerging Markets | GARCH Model | Volatility | Forecasting | Volatilität | Indien | India | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Börsenkurs | Share price | 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://ebvufind01.dmz1.zbw.eu/10011587796