Modelling stock returns in 'Volatility-in-mean' framework under up and down market movements
| dc.contributor.author | Kundu, Srikanta | |
| dc.date.accessioned | 2016-06-20T17:02:04Z | |
| dc.date.available | 2016-06-20T17:02:04Z | |
| dc.date.issued | 2013-07 | |
| dc.description | Thesis is under the supervision of Prof. Nityananda Sarkar | en_US |
| dc.identifier.citation | 166p. | en_US |
| dc.identifier.uri | http://hdl.handle.net/10263/6166 | |
| dc.language.iso | en | en_US |
| dc.publisher | Indian Statistical Institute, Kolkata | en_US |
| dc.relation.ispartofseries | ISI, Phd. Thesis;TH393 | |
| dc.subject | Foreign trade | en_US |
| dc.subject | Stock market | en_US |
| dc.subject | Market movements | en_US |
| dc.subject | Markets up and down | en_US |
| dc.title | Modelling stock returns in 'Volatility-in-mean' framework under up and down market movements | en_US |
| dc.title.alternative | a multi-country study | en_US |
| dc.type | Thesis | en_US |
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