IDR - IIT Kharagpur

Volatility Index in the Indian Stock Market: Asymmetric Volatility, Information Content and Asset Pricing

Volatility Index in the Indian Stock Market: Asymmetric Volatility, Information Content and Asset Pricing

 

Author: Pratap Chandra Pati
Supervisors: Prof. Prabina Rajib and Prof. Parama Barai
Vinod Gupta School of Management
Indian Institute of Technology Kharagpur, India
November, 2018

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