ID | 350037 |
Title Proper | Volatility transmission from global stock exchanges to India: An empirical assessment |
Language | ENG |
Author | Pandey (Alok) ; Surya Bhushan Kumar |
`In' analytical Note | Vision : Journal of Business Perspective 15(4) Dec 2011pp347-360 |
Journal Source | Vision : Journal of Business Perspective 15(4) Dec 2011pp347-360 |
Classification Number | X651,h |
Key Words | Cointegration ; GARCH ; Volatility Transmission ; Volatilly models ; Index Returns |