Joint volatility models for overnight and trading day returns

Researcher

C T Vinu, Indian Institute of Management Bangalore

Guide(s)

Bhattacharya, Malay

University

Indian Institute of Management Bangalore

Place

Bangalore

Publication Date

3-31-2015

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