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Volatility models and their performance in Indian capital markets
(2005-10-27)
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 ...
Takeover announcements open offers, and shareholders return in target firms
(2001-10-19)
The empirical studies in the context of
developed countries have consistently pointed
out substantial valuation gains for target firms,
particularly in case of successful takeovers.
This effect has been "found to be ...