Volatility models and their performance in Indian capital markets

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DC Field	Value	Language
dc.contributor.author	Pandey, Ajay
dc.date.accessioned	2010-10-27T11:48:14Z
dc.date.available	2010-10-27T11:48:14Z
dc.date.copyright	2005
dc.date.issued	2005-10-27T11:48:14Z
dc.identifier.uri	http://hdl.handle.net/11718/10038
dc.description	Vikalpa: The Journal for Decision Makers, Vol. 30, No. 2, (April-June, 2005), pp. 27-46	en
dc.description.abstract	Estimation 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.iso	en	en
dc.subject	Capital Markets	en
dc.subject	Volatility Model	en
dc.title	Volatility models and their performance in Indian capital markets	en
dc.type	Article	en
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