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S. Broca Dilbagh
Information about the author S. Broca Dilbagh will soon be added to the site.
Found
2 papers
in total
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Monitoring volatility changes on the Bombay bourse: A control chart approach
1995
A control chart approach is developed for dynamically monitoring changes in the...
Volatility shifts in stock market returns: A look at emerging markets
1994
The volatility or risk parameter, usually defined as the standard deviation of stock...
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