Essays on generalized volatility model for financial returns with sparse jumps
Guide(s)
Ghosh, Pulak
Department
Decision Sciences
Area
Decision Sciences
University
Indian Institute of Management Bangalore
Place
Bangalore
Publication Date
3-31-2014
Year Awarded
March 2014
Year Completed
March 2014
Year Registered
June 2010
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
COinS
