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The Digital Institutional Repository of IIM Bangalore
This repository provides metadata of IIMB Publications and aimed at creating and preserving an archive of Institution scholarship. IIMB Publications include Articles, Working Papers (FULL TEXT), Book Chapters published by Faculty, Doctoral Dissertations by FPM Scholars and Project reports of Students enrolled in various courses of IIMB.
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Please use this identifier to cite or link to this item:
https://repository.iimb.ac.in/handle/2074/14256| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Vinu, C T | |
| dc.contributor.author | Bhattacharyya, Malay | |
| dc.date.accessioned | 2020-08-27T15:04:11Z | - |
| dc.date.available | 2020-08-27T15:04:11Z | - |
| dc.date.issued | 2017 | |
| dc.identifier.uri | https://repository.iimb.ac.in/handle/2074/14256 | - |
| dc.subject | Joint volatility | |
| dc.subject | Returns | |
| dc.title | A joint volatility model for overnight and trading day returns | |
| dc.type | Presentation | |
| dc.relation.conference | 37th International symposium on forecasting, 25-28 June, 2017, Australia | |
| Appears in Collections: | 2010-2019 P | |
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