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ID326116
Title ProperVolatility clustering in aggregate stock market returns : Evidence from Indian stock market
LanguageENG
AuthorAhmed (Shahid)
`In' analytical NotePrajnan : Journal of Social and Management science 36(4) Jan-Mar 2008 pp307-323
Journal SourcePrajnan : Journal of Social and Management science 36(4) Jan-Mar 2008 pp307-323
Classification NumberX:B28
Key WordsStock market returns : Volatility clustering ;  Volatility clustering : Stock market returns ;  Econometrics : Volatility clustering : Stock market returns