| 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 |
