publication . Article . Preprint . 2008
Volatility Modeling, Seasonality and Risk-Return Relationship in GARCH-in-Mean Framework: The Case of Indian Stock and Commodity Markets
Priyanka Singh; Brajesh Kumar;
Open Access
- Published: 04 Apr 2008 Journal: SSRN Electronic Journal (eissn: 1556-5068,
Copyright policy)
- Publisher: Elsevier BV
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publication . Article . Preprint . 2008
Volatility Modeling, Seasonality and Risk-Return Relationship in GARCH-in-Mean Framework: The Case of Indian Stock and Commodity Markets
Priyanka Singh; Brajesh Kumar;