Stylized facts of the Indian stock market

DOI10.1007/S10690-019-09275-3zbMath1425.91451arXiv1903.05322OpenAlexW3122581542MaRDI QIDQ2011044

Rituparna Sen, Manavathi Subramaniam

Publication date: 28 November 2019

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.05322

zbMATH Keywords

heavy tailspower lawleverage effectvolatility clusteringnational stock exchange

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

Cites Work

• Empirical properties of asset returns: stylized facts and statistical issues

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