Open AccessEstimating the Sensitivity of Stock Market: An Application of Asymmetric GARCH Models
Author(s) -
Ravinder Kaur,
Manmeet Kaur
Publication year - 2017
Publication title -
effulgence
Language(s) - English
Resource type - Journals
eISSN - 2456-6675
pISSN - 0972-8058
DOI - 10.33601/effulgence.rdias/v14/i2/2016/01-11
Subject(s) - autoregressive conditional heteroskedasticity , econometrics , sensitivity (control systems) , stock market , economics , financial economics , environmental science , volatility (finance) , geography , engineering , context (archaeology) , archaeology , electronic engineering