Please use this identifier to cite or link to this item:
http://dspace.cus.ac.in/jspui/handle/1/3868| Title: | An Empirical Study in Volatility between Spot and of NIFTY Using GARCH(1.1) Model |
| Authors: | Baurman, Anita Nandi Dutta, Abhijit |
| Keywords: | Stock Price Volatility Heteroscedasticity GARCH Model |
| Issue Date: | 2014 |
| Citation: | SIES Journal of Applied Finance and Accounting 01, 2014, 5:13 |
| URI: | http://dspace.cus.ac.in/jspui/handle/1/3868 |
| Appears in Collections: | Prof. Abhijit Dutta |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| An empirical study in volatility.pdf | 1.9 MB | Adobe PDF | View/Open |
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