Modeling and Forecasting Volatility: An Empirical Evidence from the Bombay Stock Exchange
Volatility is unobservable and an indispensible contribution to the pricing models and for risk management purposes. A number of previous studies have been dedicated to scrutinize the characteristics of volatility in emerging markets. In an attempt to contribute to literature, this dissertation exam...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2011
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| Online Access: | https://eprints.nottingham.ac.uk/25222/ |