TY - BOOK AU - Lakshmi, P. TI - An investigation into the level dependence in the volatility of asset returns U1 - 332.6 LAK PY - 2017/// CY - Chennai PB - Institute for Financial Management and Research (IFMR), University of Madras KW - Finance KW - Volatility N1 - Guide: G. Balasubramanian ER -