Modelling Stock Return Volatility in India
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KeywordsClustering Volatility; BSE SENSEX; ARCH Effects; asymmetric information;
- G00 - Financial Economics - - General - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2018-06-18 (All new papers)
- NEP-FMK-2018-06-18 (Financial Markets)
- NEP-ORE-2018-06-18 (Operations Research)
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