Modeling emerging stock market volatility using asymmetric GARCH family models: An empirical case study for BSE Ltd. (formerly known as Bombay Stock Exchange) of India

Autor:	Trivedi, Jatin, Afjal, Mohd, Spulbăr, Cristi, Birău, Ramona, Inumula, Krishna Murthy, Pradhan, Subhendu
Zdroj:	Revista de Științe Politice. Revue des Sciences Politiques / Journal of Political Sciences. (70):167-176
Databáze:	Central and Eastern European Online Library (CEEOL)
Externí odkaz:	https://www.ceeol.com/search/article-detail?id=1055714 Zobrazit plný text záznamu