Modelling the Clustering Volatility of India's Wholesales Price Index and the Factors Affecting it
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More about this item
KeywordsClustering Volatility; ARCH model; GARCH model; WPI; Gaussian distribution;
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- D4 - Microeconomics - - Market Structure, Pricing, and Design
- E2 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment
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