Modelling Stock Market Volatility: Evidence from India
This study empirically investigates the volatility pattern of Indian stock market based on time series data which consists of daily closing prices of S&P CNX Nifty Index for ten years period from 1st January 2003 to 31st December 2012. The analysis has been done using both symmetric and asymmetr...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Primorska
2015-03-01
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| Series: | Managing Global Transitions |
| Subjects: | |
| Online Access: | http://www.fm-kp.si/zalozba/ISSN/1581-6311/13_027-041.pdf |