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GARCH (13) answer(s).
 
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1
ID:   316876


Common volatility trends in the Central and Eastern European currencies and the Euro / Pramor, Marcus   Article
Pramor, Marcus Article
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2
ID:   342956


Derivatives trading, information and spot price volatility : Evidence from the national stock exchange (NSE), India / Pradhan (Kailash Chandra); Bhat (K. Sham)   Journal Article
Bhat (K. Sham) Journal Article
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Key Words GARCH  Volatility  Future market  Spot market 
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3
ID:   351269


Effect of derivative trading on volatility of underlying stocks evidence from the NSE / Sakthivel (P.); kamaiah (B.)   Journal Article
Kamaiah (B.) Journal Article
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4
ID:   352516


Examining random walk hypothesis on major world financial indices / Musunuru (Naveen); Patton (Jamie)   Journal Article
Musunuru (Naveen) Journal Article
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Key Words Random walk  GARCH  Market Efficiency  Variance ratio 
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5
ID:   354485


How can long memory in volatility be eliminated in portfolio optimization: An empirical evidence using Copulas / Mzoughi (Hela); Mansour (Faysali)   Journal Article
Mansour (Faysali) Journal Article
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6
ID:   352585


Impact of futures contracts on stock market volatility in India / Mittal (Anil K.); Goyal (Niti)   Journal Article
Goyal (Niti) Journal Article
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Key Words GARCH  Volatility 
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7
ID:   281157


Is transparency good for you and can the IMF help? / Glennerster, Rachel; Shin, Yongseok   Article
Glennerster, Rachel Article
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8
ID:   355532


Market efficiency and anomalies: Evidences from S&P CNX NIFTY / Siddiqui (Taufeeque Ahmad); Narula (Isha)   Journal Article
Narula (Isha) Journal Article
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9
ID:   351214


Multi-index garch approach on the impact of risk factors on the returns and volatility of banking stocks in India / Sinha (Tanima Niyogi); Bhattacharya (Basabi)   Journal Article
Bhattacharya (Basabi) Journal Article
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10
ID:   281058


Predictive ability of asymmetric volatility models at medium-te / Kisinbay, Turgut 2003  United Nations
Kisinbay, Turgut United Nations
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Publication WAshington, INternational Monetary Fund, 2003.
Description 38p28cm
Series IMF Working Paper No.131
Summary/Abstract IMF WP/03/131--WP/03/140
Standard Number GIPE Dep.
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Circulation
Accession#Call#Current LocationStatusPolicyLocation
261151IMF/WP/03/131/261151MainOn ShelfNOT FOR ISSUERack1 Shelf1
11
ID:   352778


Return, volume and volatility relationship in the Indian stock market : Pre- and post- automation analysis / Mahajan (Sarika); Singh (Balwinder)   Journal Article
Mahajan (Sarika) Journal Article
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12
ID:   332480


Transmission of liquidity stocks:Evidence from the 2007 subprime crisis / Frank,Nathaniel,etc; Hermosillo,Gonzalez; Hesse,Heiko   Article
Frank,Nathaniel,etc Article
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13
ID:   350037


Volatility transmission from global stock exchanges to India: An empirical assessment / Pandey (Alok); Surya Bhushan Kumar   Journal Article
Pandey (Alok) Journal Article
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