Modelling the conditional heteroscedasticity and leverage effect in the BSE sectoral indices
Sajad Ahmad Bhat and Md Zulquar Nain
| Year of publication: |
2014
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|---|---|
| Authors: | Bhat, Sajad Ahmad ; Nain, Md Zulquar |
| Published in: |
The IUP journal of financial risk management : IJFRM. - Hyderabad : IUP Publ., ISSN 0972-916X, ZDB-ID 2615394-4. - Vol. 11.2014, 2, p. 49-61
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| Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienindex | Stock index | Tierkrankheit | Animal disease | Schätztheorie | Estimation theory |
| 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/10010385782