Volatility modeling, seasonality, and risk-return relationship in GARCH-in-mean framework
Subtitle: the case of Indian stock and commodity markets
By: Brajesh Kumar, Priyanka Singh.
Contributors: Singh, Priyanka.; Indian Institute of Management, Ahmedabad.
Series: Working paper -- W.P. no. 2008-04-04
Publisher: Indian Institute of Management, Ahmedabad
Published: 2008
Place of publication: Ahmedabad
Language: eng
Format: Microform
Number of pages: 35
Subjects: Commodity futures -- Econometric models.
Notes: Microfiche. New Delhi : Library of Congress Office ; Washington, D.C. : Library of Congress Photoduplication Service, 2008. 1 microfiche. Master microform held by: DLC.