Modelling asymmetry and persistence under the impact of sudden changes in the volatility of the Indian stock market
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2012-09-01
|
| Series: | IIMB Management Review |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S0970389612000705 |
Search Result 1