Open AccessVolatility and Spillovers With Special Reference to the NSE (National Stock Exchange) Indices
Author(s) -
Trinley Paldon
Publication year - 2020
Publication title -
journal of applied business and economics
Language(s) - English
Resource type - Journals
ISSN - 1499-691X
DOI - 10.33423/jabe.v22i14.3964
Subject(s) - econometrics , economics , volatility (finance) , stock exchange , spillover effect , akaike information criterion , autoregressive conditional heteroskedasticity , composite index , leverage (statistics) , financial economics , statistics , mathematics , finance , macroeconomics , composite indicator
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