Essays on generalized volatility model for financial returns with sparse jumps

Researcher

Sujay Kumar Mukhoti, Indian Institute of Management Bangalore

Guide(s)

Ghosh, Pulak

University

Indian Institute of Management Bangalore

Place

Bangalore

Publication Date

3-31-2014

Pagination

129p.

Copyright

Indian Institute of Management Bangalore

Document Type

Dissertation

DAC Chairperson

Ghosh, Pulak

DAC Members

Dinesh Kumar, U; Murthy, Shashidhar

Type of Degree

Ph.D.

Recommended Citation

Mukhoti, Sujay Kumar, "Essays on generalized volatility model for financial returns with sparse jumps" (2014). Doctoral Dissertations. 279.
https://research.iimb.ac.in/doc_dissertations/279

Relation

DIS-FPM-IIMB-P14-06