Volatility in the mid-cap and small-cap equity market : a case study based on BSE mid-cap index and BSE small-cap index
Avijit Sikdar
| Year of publication: |
2018
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|---|---|
| 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
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| Subject: | Volatility | Leverage | ARCH Effect | Long Memory | Volatilität | Aktienindex | Stock index | ARCH-Modell | ARCH model | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis |
| 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/10012130197