Browsing Student Projects by Subject "GARCH"
Now showing items 1-2 of 2
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Using derivative models to explore arbitrage opportunities
(Indian Institute of Management Ahmedabad, 2002) -
Volatility - comparision of predictive models in Indian market
(Indian Institute of Management Ahmedabad, 2005)Abstract: 1) Introduction and context description: Studies have been done which capture the volatility and the behaviors of the predictive models in the Indian Equity market. But these studies use data from the time when ...