1. Sikkim University
  2. Sikkim University Faculty Publications
  3. Department of Commerce
  4. Prof. Abhijit Dutta
Please use this identifier to cite or link to this item: http://dspace.cus.ac.in/jspui/handle/1/3821
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dc.contributor.authorDutta, Abhijit-
dc.date.accessioned2016-02-22T06:02:40Z-
dc.date.available2016-02-22T06:02:40Z-
dc.date.issued2010-
dc.identifier.citationXIMB Journal of Management Sept, 2010:108-120en_US
dc.identifier.urihttp://dspace.cus.ac.in/jspui/handle/1/3821-
dc.language.isoenen_US
dc.subjectGARCHen_US
dc.subjectARCHen_US
dc.subjectE-ARCHen_US
dc.subjectT-GARCHen_US
dc.subjectP-GARCHen_US
dc.subjectGARH Volumeen_US
dc.subjectP-GARCH Volume Hen_US
dc.subjectEWMAen_US
dc.titleA Study of the NSE's Volatility for Very Small Period Using Asymmetric GARH Modelsen_US
dc.typeArticleen_US
Appears in Collections:Prof. Abhijit Dutta

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