Joint volatility models for overnight and trading day returns

Researcher

C T Vinu, Indian Institute of Management Bangalore

Guide(s)

Bhattacharyya, Malay

Department

Decision Sciences

Area

Decision Sciences

University

Indian Institute of Management Bangalore

Place

Bangalore

Publication Date

3-31-2015

Year Awarded

March 2015

Year Completed

March 2015

Year Registered

June 2010

Pagination

108p.

Copyright

Indian Institute of Management Bangalore

Document Type

Dissertation

DAC Chairperson

Bhattacharya, Malay

DAC Members

Murthy, Rajluxmi V; Murthy, Shashidhar

Type of Degree

Ph.D.

Recommended Citation

Vinu, C T, "Joint volatility models for overnight and trading day returns" (2015). Doctoral Dissertations. 298.
https://research.iimb.ac.in/doc_dissertations/298

Relation

DIS-FPM-IIMB-P15-18