Volatility persistence in the presence of structural breaks in the Indian banking sector
Dilip Kumar, S. Maheswaran
| Year of publication: |
Januar 2011
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|---|---|
| Authors: | Kumar, Dilip ; Maheswaran, S. |
| Published in: |
Paradigm : the journal of Institute of Management Technology. - Ghaziabad : IMT, ISSN 0971-8907, ZDB-ID 1420854-4. - Vol. 15.2011, 1/2, p. 8-17
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| Subject: | ICSS algorithm | GARCH model | Regime shifts | Volatility persistence | Volatility forecasting | Volatilität | Volatility | ARCH-Modell | ARCH model | Strukturbruch | Structural break | Indien | India | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Bank |
| 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/10011758435