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...

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Bibliographic details
Volume: 13
Main Author: Narayan, Shabarisha
J, Madegowda
Format: Journal Article
Language: English
Place of publication: 01.01.1970
published in: GIS Business Vol. 13; no. 2; pp. 7 - 14
Data of publication: 1970-01-01
ISSN: 1430-3663
EISSN: 1430-3663
Online Access: available in Bonn?
Database: CrossRef
Database information Databases - DBIS