IIMA Institutional Repository
This Institutional Repository has been created to collect, preserve and distribute the scholarly output of Indian Institute of Management, Ahmedabad. This will work as an important tool to facilitate scholarly communication and preserve the institution knowledge. The Vikram Sarabhai Library is proud to be hosting the repository for the dissemination and preservation of this valuable knowledge resource of the IIMA community.
Browsing by Subject Volatility
Showing results 1 to 8 of 8
| Issue Date | Title | Author(s) |
| 2002 | Empirical decomposition of the volatility of national stock exchange fifty stock index into constituent variables | Jhalaria, Amit Kumar; Singh, Hitendra Pratap |
| 2001 | Empirical study of currency option pricing models | Bansal, Amit; Goyal, Amit |
| 14-Dec-2009 | Impact of exchange rate pass-through and volatility on Indian foreign trade | Dholakia, Ravindra H.; Saradhi, Ravindra V. |
| 22-Jul-2010 | It Won't Reduce Volatility, But Create a Vibrant Market | Varma, Jayanth R. |
| 2015 | Pre-Opening Call Auction of Stock Price Discovery using Multivariate Lognormal Montecarlo Simulation | Goel, Saurabh; Bag, Dinabandhu |
| 2008 | Risk calibration of exotic options using stochastic volatility models | Agarwal, Ritesh; Dantara, Sanket |
| 8-Aug-2023 | Some gains are riskier than others: Volatility changes and the disposition effect | Vasudevan, Ellapulli V. |
| 30-Jul-2009 | Volatility Modeling, Seasonality and Risk-Return Relationship in GARCH-in-Mean Framework: The Case of Indian Stock and Commodity Markets | Kumar, Brajesh; Singh, Priyanka |
