Volatility in the mid-cap and small-cap equity market : a case study based on BSE mid-cap index and BSE small-cap index
Year of publication: |
2018
|
---|---|
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. 44.2018, 2, p. 120-158
|
Subject: | Volatility | Leverage | ARCH Effect | Long Memory | Volatilität | ARCH-Modell | ARCH model | Aktienindex | Stock index | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis |
-
Gupta, Pankaj Kumar, (2024)
-
Nasr, Adnen Ben, (2014)
-
Nasr, Adnen Ben, (2014)
- More ...
-
Sikdar, Avijit, (2017)
-
Sikdar, Avijit, (2017)
-
Sector Wise Stock Market Performance during Pre and Post COVID Era
Sikdar, Avijit, (2021)
- More ...