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http://hdl.handle.net/11718/24166| Title: | Long memory behavior of financial indices |
| Authors: | Reddy, Veda Samhith |
| Keywords: | Financial indices;S&P 500;India |
| Issue Date: | 2019 |
| Publisher: | Indian Institute of Management Ahmedabad |
| 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. |
| URI: | http://hdl.handle.net/11718/24166 |
| 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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