Please use this identifier to cite or link to this item:
http://dspace.cus.ac.in/jspui/handle/1/3821| Title: | A Study of the NSE's Volatility for Very Small Period Using Asymmetric GARH Models |
| Authors: | Dutta, Abhijit |
| Keywords: | GARCH ARCH E-ARCH T-GARCH P-GARCH GARH Volume P-GARCH Volume H EWMA |
| Issue Date: | 2010 |
| Citation: | XIMB Journal of Management Sept, 2010:108-120 |
| URI: | http://dspace.cus.ac.in/jspui/handle/1/3821 |
| Appears in Collections: | Prof. Abhijit Dutta |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| A study of the NSE's.pdf | 2.97 MB | Adobe PDF | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.