Modelling asymmetry and persistence under the impact of sudden changes in the volatility of the Indian stock market

Bibliographic Details
Main Authors: Dilip Kumar, S. Maheswaran
Format: Article
Language:English
Published: Elsevier 2012-09-01
Series:IIMB Management Review
Online Access:http://www.sciencedirect.com/science/article/pii/S0970389612000705