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Asymmetric Conditional Volatility Estimation of Stocks in I..:
N, Natchimuthu
;
Jayakrishnan, Ashwati
;
S, Bhuvana
Published in 2018 by ASIAN JOURNAL OF RESEARCH IN BANKING AND FINANCE. , 2018
Link:
https://ssrn.com/abstract=4243178
RT Journal T1 <Title>Asymmetric Conditional Volatility Estimation of Stocks in India</Title> UL https://suche.suub.uni-bremen.de/peid=ssrn-4243178&Exemplar=1&LAN=DE A1 N, Natchimuthu A1 Jayakrishnan, Ashwati A1 S, Bhuvana YR 2018 K1 PGARCH K1 Conditional volatility K1 Unit Root test K1 ARCH LM test JF Published in 2018 by ASIAN JOURNAL OF RESEARCH IN BANKING AND FINANCE LK http://dx.doi.org/https://ssrn.com/abstract=4243178 DO https://ssrn.com/abstract=4243178 SF ELIB - SuUB Bremen
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