1. Sikkim University
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  3. Department of Commerce
  4. Prof. Abhijit Dutta
Please use this identifier to cite or link to this item: http://dspace.cus.ac.in/jspui/handle/1/3868
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dc.contributor.authorBaurman, Anita Nandi-
dc.contributor.authorDutta, Abhijit-
dc.date.accessioned2016-02-23T06:19:56Z-
dc.date.available2016-02-23T06:19:56Z-
dc.date.issued2014-
dc.identifier.citationSIES Journal of Applied Finance and Accounting 01, 2014, 5:13en_US
dc.identifier.urihttp://dspace.cus.ac.in/jspui/handle/1/3868-
dc.language.isoenen_US
dc.subjectStock Priceen_US
dc.subjectVolatilityen_US
dc.subjectHeteroscedasticityen_US
dc.subjectGARCH Modelen_US
dc.titleAn Empirical Study in Volatility between Spot and of NIFTY Using GARCH(1.1) Modelen_US
dc.typeArticleen_US
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