Long Memory in Stock Market Volatility:Evidence from India
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More about this item
KeywordsFractional integration; Long memory; Volatility; FIGARCH; hyperbolic decay; Indian Stock Market; NSE; BSE.;
- G0 - Financial Economics - - General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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