Modelling asymmetry and persistence under the impact of sudden changes in the volatility of the Indian stock market
Dilip Kumar; S. Maheswaran
| Year of publication: |
2012
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|---|---|
| Authors: | Kumar, Dilip ; Maheswaran, S. |
| Published in: |
IIMB management review. - Bangalore : IIMB, ZDB-ID 24132536. - Vol. 24.2012, 3, p. 123-136
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010117639