Modelling asymmetry and persistence under the impact of sudden changes in the volatility of the Indian stock market

Modelling asymmetry and persistence under the impact of sudden changes in the volatility of the Indian stock market

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Bibliographic Details
Main Authors: Dilip Kumar, S. Maheswaran
Format: Article
Language:English
Published: Elsevier 2012-09-01
Series:IIMB Management Review
Online Access:http://www.sciencedirect.com/science/article/pii/S0970389612000705
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spelling doaj-f99df3059ea04e71855c64368d1a14892020-11-24T21:09:00ZengElsevierIIMB Management Review0970-38962012-09-0124312010.1016/j.iimb.2012.07.012Modelling asymmetry and persistence under the impact of sudden changes in the volatility of the Indian stock marketDilip KumarS. Maheswaranhttp://www.sciencedirect.com/science/article/pii/S0970389612000705
collection DOAJ
language English
format Article
sources DOAJ
author Dilip Kumar
S. Maheswaran
spellingShingle Dilip Kumar
S. Maheswaran
Modelling asymmetry and persistence under the impact of sudden changes in the volatility of the Indian stock market
IIMB Management Review
author_facet Dilip Kumar
S. Maheswaran
author_sort Dilip Kumar
title Modelling asymmetry and persistence under the impact of sudden changes in the volatility of the Indian stock market
title_short Modelling asymmetry and persistence under the impact of sudden changes in the volatility of the Indian stock market
title_full Modelling asymmetry and persistence under the impact of sudden changes in the volatility of the Indian stock market
title_fullStr Modelling asymmetry and persistence under the impact of sudden changes in the volatility of the Indian stock market
title_full_unstemmed Modelling asymmetry and persistence under the impact of sudden changes in the volatility of the Indian stock market
title_sort modelling asymmetry and persistence under the impact of sudden changes in the volatility of the indian stock market
publisher Elsevier
series IIMB Management Review
issn 0970-3896
publishDate 2012-09-01
url http://www.sciencedirect.com/science/article/pii/S0970389612000705
work_keys_str_mv AT dilipkumar modellingasymmetryandpersistenceundertheimpactofsuddenchangesinthevolatilityoftheindianstockmarket
AT smaheswaran modellingasymmetryandpersistenceundertheimpactofsuddenchangesinthevolatilityoftheindianstockmarket
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