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Long Memory in the Volatility of Indian Financial Market formatIsbn:Softcover - 9783656603603 2 Situation der FDP

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Long Memory in the Volatility of Indian Financial Market formatIsbn:Softcover - 9783656603603 2 Situation der FDPProfessorial Dissertation from the year 2014 in the subject Business economics Investment and Finance, grade: A, , language: English, abstract: This book examines the long memory characteristics in the volatility of the Indian stock market, the Indian exchange rates and the Indian banking sector. This book also reviews the chain of approaches to estimate the long memory parameter. The long memory characteristics of the financial time series are widely

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