Empirical analysis of conditional heteroskedasticity in time stock returns and asymmetric effect on volatility Kumar, Rakesh.
By: Kumar, Rakesh
Material type: ArticlePublisher: 2010Description: 21-33Subject(s): Unexpected Volatility | Expected Volatility | Conditional Volatility | Nasdaq 100 | S&P 500 | T-Garch | Garch | Heteroskedasticity In: Global Business ReviewItem type | Current location | Call number | Vol info | Status | Date due | Barcode |
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Articles | Ahmedabad (HO) | (Browse shelf) | Vol. 11, Issue. 1 | Available | 015249 |
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