The role of the volatility index in asset pricing : the case of the Indian stock market
Pratap Chandra Pati, Prabina Rajib, Parama Barai
| Year of publication: |
2019
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| Authors: | Pati, Pratap Chandra ; Rajib, Prabina ; Barai, Parama |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 74.2019, p. 336-346
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| Subject: | Carhart four-factor model | Factor-mimicking portfolios for the volatility index | Fama-French three-factor model | India Volatility Index | Volatilität | Volatility | Indien | India | Index | Index number | Aktienmarkt | Stock market | Aktienindex | Stock index | CAPM | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2019.04.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012297322