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: 8
Main Author: Shabarisha Narayan
Madegowda J
Format: Journal Article
Language: English
Place of publication: New Delhi Publishing India Group 01.10.2018
published in: International journal of financial management Vol. 8; no. 4; p. 7
Data of publication: 20181001
ISSN: 2229-5682
2229-5690
EISSN: 2229-5690
Discipline: Business
Subjects:
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