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

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

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