Modelling and forecasting volatility in Indian capital markets
By: Ajay Pandey.
Contributors: Indian Institute of Management, Ahmedabad.
Series: Working paper ;; W.P. no. 2003-08-03; Working paper (Indian Institute of Management, Ahmedabad) ;; W.P. no. 2003-08-03.
Publisher: Indian Institute of Management
Published: 2003
Place of publication: Ahmedabad
Language: eng
Format: Microform
Subjects: Capital market -- India -- Mathematical model.; Capital market -- India -- Forecasting.
Notes: Includes bibliographical references.
Microfiche. New Delhi : Library of Congress Office ; Washington, D.C. : Library of Congress Photoduplication Service, 2005. 1 microfiche. Master microform held by: DLC.