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http://hdl.handle.net/11718/12004| Title: | Characterizing nse's nifty returns, volatility and vix: statistical properties and stylized facts |
| Authors: | Teotia, Gaurav Singh Prakash, Jay Mathankar, Prasad Garhwal, Rohit |
| Keywords: | Statistical Analysis of NSE;statistical measures;Statistical Forecasting |
| Issue Date: | 22-Aug-2012 |
| Publisher: | Indian Institute of Management Ahmedabad |
| Series/Report no.: | SP;1835 |
| URI: | http://hdl.handle.net/11718/12004 |
| Appears in Collections: | Student Projects |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| SP_1835.pdf Restricted Access | 1.66 MB | Adobe PDF | View/Open Request a copy |
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