Time-scale comovement between the Indian and world stock markets
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More about this item
Keywordscomovement; Indian stock markets; DCC-GARCH; wavelet analysis;
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-05-04 (All new papers)
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