Testing the equality of Nifty 50 stocks' volatility risk using correlated F-ratio
G. S. David Sam Jayakumar and W. Samuel, A. Sulthan
| Year of publication: |
2022
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|---|---|
| Authors: | Jayakumar, G. S. David Sam ; Samuel, W. ; Sulthan, A. |
| Published in: |
International Journal of Financial Markets and Derivatives : IJFMD. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7149, ZDB-ID 2545128-5. - Vol. 8.2022, 4, p. 384-409
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| Subject: | McKay's bivariate gamma distribution | McKay's bivariate chi-square distribution | moments | characteristic functions | entropy | Pearson's correlation | correlated F-ratio | Korrelation | Correlation | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Entropie | Entropy | Börsenkurs | Share price | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Aktienmarkt | Stock market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJFMD.2022.126012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014311645