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

dc.contributor.author	Pati, Pratap Chandra
dc.date.accessioned	2022-01-03T10:12:11Z
dc.date.available	2022-01-03T10:12:11Z
dc.date.issued	2018-11
dc.identifier.govdoc	NB16209
dc.identifier.uri	http://www.idr.iitkgp.ac.in/xmlui/handle/123456789/10296
dc.language.iso	en_US	en_US
dc.publisher	IIT Kharagpur	en_US
dc.subject	Volatility index	en_US
dc.subject	Asymmetric volatility	en_US
dc.subject	Loss aversion	en_US
dc.subject	Information content	en_US
dc.subject	Volatility forecasting	en_US
dc.title	Volatility Index in the Indian Stock Market: Asymmetric Volatility, Information Content and Asset Pricing	en_US
dc.type	Thesis	en_US