Modeling time-varying volatility in Indian commodity futures return : some empirical evidence
Sujoy Bhattacharya and Pulkit Gupta
| Year of publication: |
December 2016
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|---|---|
| Authors: | Bhattacharya, Sujoy ; Gupta, Pulkit |
| Published in: |
The IUP journal of financial risk management : IJFRM. - Hyderabad : IUP Publ., ISSN 0972-916X, ZDB-ID 2615394-4. - Vol. 13.2016, 4, p. 28-46
|
| Subject: | Indien | India | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model |
| 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/10011634901