A Study on Unfolding Volatility and Leverage Effect in Indian Stock Market
Return is the major attribute of an investment asset that can be considered as a random variable. The variability in return can be expressed as volatility. Forecasting volatility and modelling are the most prolific areas for the research. Volatility and Leverage effect are the two crucial stipulatio...
|Place of publication:||
|published in:||GIS Business Vol. 13; no. 2; pp. 7 - 14|
|Data of publication:||1970-01-01|
|Online Access:||available in Bonn?|
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