Long Memory in the Volatility of Indian Financial Market
An Empirical Analysis
Professorial 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 studied and have implications for various economics and finance theories. The most important financial implication is related to the violation of the weak-form of market efficiency which encou…
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Produktdetails
- ISBN: 978-3-656-60360-3
- EAN: 9783656603603
- Produktnummer: 15951983
- Verlag: GRIN Publishing
- Sprache: Englisch
- Erscheinungsjahr: 2014
- Seitenangabe: 116 S.
- Masse: H21.0 cm x B14.8 cm x D0.8 cm 178 g
- Auflage: 1. Auflage.
- Gewicht: 178
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