Testing the long-memory features in return and volatility of NSE index
Naseem Ahamed; Mamoni Kalita; Aviral Kumar Tiwari
| Year of publication: |
2015
|
|---|---|
| Authors: | Ahamed, Naseem ; Kalita, Mamoni ; Tiwari, Aviral Kumar |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 5.2015, 3, p. 431-440
|
| Subject: | NSE Index | Volatility | Long-Memory | Stock Market | Volatilität | Zeitreihenanalyse | Time series analysis | Aktienindex | Stock index | Schätzung | Estimation | Aktienmarkt | Stock market | Börsenkurs | Share price | Index-Futures | Index futures | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| 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/10011396558