Study of long-run and short-run relationship among the Nifty Large Cap, Mid Cap and Small Cap stock indices of NSE
Avijit Sikdar
| Year of publication: |
October 2017
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|---|---|
| Authors: | Sikdar, Avijit |
| Published in: |
Research bulletin / The Institute of Cost Accountants of India. - Kolkata : [Verlag nicht ermittelbar], ISSN 2230-9241, ZDB-ID 2830259-X. - Vol. 43.2017, 3, p. 49-73
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| Subject: | Stock Indices | Data Stationarity | Johansen Cointegration Test | VAR Framework | Kointegration | Cointegration | Aktienindex | Stock index | EU-Staaten | EU countries | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
| 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/10011852574