Aravind Sampath

Indian Institute of Technology (IIT), Madras - Department of Management Studies

Chennai, Tamil Nadu 600036

India

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Scholarly Papers (1)

1.

Do Intraday Volatility Patterns Follow a ā€˜Uā€™ Curve? Evidence from the Indian Market

Number of pages: 17 Posted: 01 May 2013
Aravind Sampath and G. ArunKumar
Indian Institute of Technology (IIT), Madras - Department of Management Studies and Indian Institute of Technology (IIT), Madras
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Abstract:

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Tick by tick index returns, Variability Parameter, Variability Ratio, Variability Patterns