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Re-Examining the Nifty Returns after the First Decade of Derivative Trading in Indian Capital Market Using Non-Linear Asymmetric GARCH Models.

Sunita Narang
Published in: Int. J. Innov. Digit. Econ. (2012)
Keyphrases
  • stock index
  • garch model
  • stock market
  • dow jones
  • stock exchange
  • stock price
  • multivariate time series
  • sar images
  • trading strategies
  • financial data
  • heavy tailed
  • wavelet analysis
  • trading systems
  • financial time series