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Search: subject:"ARCH effects"
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ARCH effects
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Joshi, Medha Shriram
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Financial time series modelling of trends and patterns in the energy markets
Aduda, Jane
;
Weke, Patrick
;
Ngare, Philip
;
Mwaniki, Joseph
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 324-337
Persistent link: https://www.econbiz.de/10011544523
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2
Listing of bank nifty on futures segment of NSE and its impact on spot market volatility
Lakshmi, V. D. M. V.
;
Joshi, Medha Shriram
- In:
Praj̄nȧn : journal of social and management sciences
44
(
2016
)
4
,
pp. 293-314
Persistent link: https://www.econbiz.de/10011490053
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3
Do expirations of Bank nifty contracts on F&O segment of NSE affect spot market volatility?
Lakshmi, VDMV
;
Joshi, Medha Shriram
- In:
GITAM journal of management : a quarterly publication …
14
(
2016
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011656178
Saved in:
4
Arch
Effects
in Multifactor Market-Timing Models of Polish Mutual Funds
Joanna, Olbryś
- In:
Folia Oeconomica Stetinensia
10
(
2012
)
2
,
pp. 60-80
. The author's recent research provides evidence of strong
ARCH
effects
in the market-timing models of Polish equity open …
Persistent link: https://www.econbiz.de/10011008138
Saved in:
5
ARCH
effects
, trading volume and the information flow interpretation : empirical evidence from the Chinese stock markets
Wang, Renzeng
;
Chen, Jean J.
- In:
Journal of Chinese economic and business studies
10
(
2012
)
2
,
pp. 169-191
Persistent link: https://www.econbiz.de/10009570509
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