Stylized Facts of the Indian Stock Market
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DOI: 10.1007/s10690-019-09275-3
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References listed on IDEAS
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More about this item
Keywords
National stock exchange; Volatility clustering; Leverage effect; Heavy tails; Power law;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
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