The effect of spillover on volatility forecasting : an empirical study in Indian Stock Market
Madhusudan Karmakar, Girja Kant Shukla
| Year of publication: |
June 2016
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|---|---|
| Authors: | Karmakar, Madhusudan ; Shukla, Girja Kant |
| Published in: |
Metamorphosis : a journal of management research. - Lucknow : [Verlag nicht ermittelbar], ISSN 0972-6225, ZDB-ID 2434108-3. - Vol. 15.2016, 1, p. 20-30
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| Subject: | GARCH | MGARCH | multicollinearity | volatility spillover | volatility forecast | Volatilität | Volatility | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Spillover-Effekt | Spillover effect | Indien | India | Aktienmarkt | Stock market | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0972622516629030 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011625682