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...

Full description

Saved in:
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
EISSN: 2229-5690
Discipline: Business
Online Access: available in Bonn?
Database: India Database
India Database: Business
ProQuest Central (Corporate)
Asian Business Database
ABI/INFORM Collection
ABI/INFORM Global (PDF only)
ProQuest Central (purchase pre-March 2016)
ABI/INFORM Global (Alumni Edition)
Asian Business Database (Alumni Edition)
ProQuest Central (Alumni) (purchase pre-March 2016)
ABI/INFORM Collection (Alumni Edition)
ProQuest Central (Alumni Edition)
Asian & European Business Collection
ProQuest Central
Business Premium Collection
ProQuest Central Korea
Asian & European Business Collection (Alumni)
Business Premium Collection (Alumni)
ABI/INFORM Global (Corporate)
ProQuest Business Collection (Alumni Edition)
ProQuest Business Collection
ABI/INFORM Professional Advanced
ProQuest One Business
ProQuest One Business (Alumni)
ProQuest One Academic Eastern Edition
ProQuest One Academic
ProQuest One Academic UKI Edition
ProQuest Central China
ABI/INFORM Collection China
ProQuest Central Basic
Database information Databases - DBIS