Long memory behavior of financial indices

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