Forecasting volatility in Indian agri-commodities market
| Year of publication: |
2015
|
|---|---|
| Authors: | Thiyagarajan, S. ; Naresh, G. ; Mahalakshmi, S. |
| Published in: |
Global Business & Finance Review (GBFR). - Seoul : People & Global Business Association (P&GBA), ISSN 2384-1648. - Vol. 20.2015, 1, p. 95-104
|
| Publisher: |
Seoul : People & Global Business Association (P&GBA) |
| Subject: | Volatility Forecasting | GARCH | GJR GARCH | Dhaanya |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Article |
| Language: | English |
| Other identifiers: | 10.17549/gbfr.2015.20.1.95 [DOI] 84863862X [GVK] hdl:10419/224326 [Handle] |
| Source: |
Persistent link: https://www.econbiz.de/10012286582