Empirical analysis of conditional heteroskedasticity in time stock returns and asymmetric effect on volatility Kumar, Rakesh.

By: Kumar, Rakesh
Material type: ArticleArticlePublisher: 2010Description: 21-33Subject(s): Unexpected Volatility | Expected Volatility | Conditional Volatility | Nasdaq 100 | S&P 500 | T-Garch | Garch | Heteroskedasticity In: Global Business Review
Tags from this library: No tags from this library for this title. Log in to add tags.
    Average rating: 0.0 (0 votes)
Item type Current location Call number Vol info Status Date due Barcode
Articles Articles Ahmedabad (HO)
(Browse shelf) Vol. 11, Issue. 1 Available 015249

There are no comments on this title.

to post a comment.

Copyrights © EDII Library and Information Centre 2024. All Right Reserved

Free Hit Counter