Investigating the nature of nonlinearity in Indian Exchange Traded Funds (ETFs)
Year of publication: |
2014
|
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Authors: | Madhavan, Vinodh |
Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 40.2014, 4, p. 395-415
|
Subject: | Nonlinearity | Chaos | Conditional heteroscedasticity | Indexderivat | Index derivative | Indien | India | Nichtlineare Regression | Nonlinear regression | Chaostheorie | Chaos theory | ARCH-Modell | ARCH model | Heteroskedastizität | Heteroscedasticity | Zeitreihenanalyse | Time series analysis | Noise Trading | Noise trading |
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