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What is Indian Stock Market Volatility Analysis about?
This document investigates the nature and characteristics of stock market volatility in India over the period 1993-2003. It analyzes the time-varying nature of volatility, presence of effects like volatility clustering and day-of-the-week effects, and whether volatility spills over between the US and Indian markets. The empirical findings provide evidence on key features of stock market volatility in India and are useful for investors, stock exchanges, and policymakers.
- Author
- Srinu Bonu
- Language
- EN