ID | 346089 |
Title Proper | Long memory in stock market volatility : Indian evidences |
Language | ENG |
Author | Hiremath (Gourishankar S.) ; Kamaiah (Bandi) |
`In' analytical Note | Artha Vijnana 52 (4) Dec 2010 pp332-345 |
Journal Source | Artha Vijnana 52 (4) Dec 2010 pp332-345 |
Classification Number | X651,h |
Key Words | National Stock Exchange ; Stock Market ; FIGARCH ; ARCH-GARCH Models |