Please use this identifier to cite or link to this item: http://hdl.handle.net/11718/10038
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dc.contributor.authorPandey, Ajay
dc.date.accessioned2010-10-27T11:48:14Z
dc.date.available2010-10-27T11:48:14Z
dc.date.copyright2005
dc.date.issued2005-10-27T11:48:14Z
dc.identifier.urihttp://hdl.handle.net/11718/10038
dc.descriptionVikalpa: The Journal for Decision Makers, Vol. 30, No. 2, (April-June, 2005), pp. 27-46en
dc.description.abstractEstimation and forecasting of volatility of asset returns is important in various applications related to financial markets such as valuation of derivatives, risk management, etc. Till early eighties, it was commonly assumed that the volatility of an asset is constant and estimation procedures were based on this assumption even though some of the pioneering studies on property of stock market returns did not support this assumption
dc.language.isoenen
dc.subjectCapital Marketsen
dc.subjectVolatility Modelen
dc.titleVolatility models and their performance in Indian capital marketsen
dc.typeArticleen
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