Please use this identifier to cite or link to this item: http://hdl.handle.net/11718/20765
Title: Volatility forecasting of S&P CNX NIFTY stock index returns with long memory
Authors: Sandilya, Arindam
Ramesh, Bhalachander
Keywords: Stock index returns;S&P CNX NIFTY
Issue Date: 2004
Publisher: Indian Institute of Management Ahmedabad
Series/Report no.: SP;001111
URI: http://hdl.handle.net/11718/20765
Appears in Collections:Student Projects

Files in This Item:
File Description SizeFormat 
SP_2004_1111.pdf
  Restricted Access
750.32 kBAdobe PDFView/Open Request a copy


Items in IIMA Institutional Repository are protected by copyright, with all rights reserved, unless otherwise indicated.