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Subject
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BSE 1 Indian Stock Market 1 NSE 1 Random walk 1 bi-correlation 1 episodic dependencies 1 mean-reversion 1 non-linearity 1 pure noise 1 serial dependence variance ratios 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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Undetermined 1
Author
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Bandi, Kamaiah 1 Hiremath, Gourishankar S 1
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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MPRA Paper 1
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RePEc 1
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Some Further Evidence on the Behaviour of Stock Returns in India
Hiremath, Gourishankar S; Bandi, Kamaiah - Volkswirtschaftliche Fakultät, … - 2010
long periods of pure noise. …
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