Comparative performance of range based and return based volatility models evidence from emerging market economies EMEs

dc.contributor.guide	Hatekar, Neeraj R
dc.coverage.spatial
dc.creator.researcher	Datta, Susanta
dc.date.accessioned	2025-09-16T07:17:56Z
dc.date.available	2025-09-16T07:17:56Z
dc.date.awarded	2025
dc.date.completed	2022
dc.date.registered	2019
dc.description.abstract	newline
dc.description.note	Location-Knowledge Resource Centre, Kalina
dc.format.accompanyingmaterial	CD
dc.format.dimensions	30*21
dc.format.extent	xii, 138p
dc.identifier.researcherid
dc.identifier.uri	http://hdl.handle.net/10603/663389
dc.language	English
dc.publisher.institution	Mumbai School of Economics and Public Policy (Autonomous)
dc.publisher.place	Mumbai
dc.publisher.university	University of Mumbai
dc.relation
dc.rights	university
dc.source.university	University
dc.subject.keyword	Social Sciences
dc.subject.keyword	Economics and Business
dc.subject.keyword	Economics
dc.subject.keyword	Return volatility
dc.subject.keyword	Range volatility
dc.subject.keyword	Volatility spillover
dc.subject.keyword	GARCH
dc.subject.keyword	RGARCH
dc.title	Comparative performance of range based and return based volatility models evidence from emerging market economies EMEs
dc.title.alternative
dc.type.degree	Ph.D.