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.
Please use this identifier to cite or link to this item:
http://hdl.handle.net/11718/24166Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Laha, Arnab K. | - |
| dc.contributor.author | Reddy, Veda Samhith | - |
| dc.date.accessioned | 2021-08-23T04:42:31Z | - |
| dc.date.available | 2021-08-23T04:42:31Z | - |
| dc.date.issued | 2019 | - |
| dc.identifier.uri | http://hdl.handle.net/11718/24166 | - |
| dc.description.abstract | The aim of the project was to reproduce the long memory behaviour of the financial indices data, the S&P 500 historical daily returns data, and also check for the long memory behaviour in the financial indices data of India. | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Indian Institute of Management Ahmedabad | en_US |
| dc.subject | Financial indices | en_US |
| dc.subject | S&P 500 | en_US |
| dc.subject | India | en_US |
| dc.title | Long memory behavior of financial indices | en_US |
| dc.type | Student Project | en_US |
| Appears in Collections: | Student Projects | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| SP_2626.pdf Restricted Access | 1.05 MB | Adobe PDF | View/Open Request a copy |
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