Structural changr and efficiency in the Indian stock market : an econometric analysis
Alternative title: | Structural change and efficiency in the Indian stock market |
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Year of publication: |
2018
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Authors: | Chattopadhyay, Arup Kumar ; Rakshit, Debdas ; Chatterjee, Payel |
Published in: |
Research bulletin / The Institute of Cost Accountants of India. - Kolkata : [Verlag nicht ermittelbar], ISSN 2230-9241, ZDB-ID 2830259-X. - Vol. 44.2018, 2, p. 81-94
|
Subject: | Bombay Stock Exchange (BSE) | National Stock Exchange (NSE) | Run Test | Q Statistic | Autocorrelation Function (ACF) | Unit Root | Autoregressive Conditional Heteroskedasticity (ARCH) | Generalized Autoregressive Conditional Heteroskedasticity (GARCH) | Indien | India | ARCH-Modell | ARCH model | Börsenhandel | Stock exchange trading | Schätztheorie | Estimation theory | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Börsenkurs | Share price | Autokorrelation | Autocorrelation | Einheitswurzeltest | Unit root test |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Der Haupttitel sollte lauten: Structural change and efficiency in the Indian stock market |
Source: | ECONIS - Online Catalogue of the ZBW |
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