Modeling Indian Bank Nifty Volatility Using Univariate GARCH Models
Year of publication: |
[2023]
|
---|---|
Authors: | M N, Nikhil ; Chakraborty, Suman ; B M, Lithin ; Ledwani, Sanket ; Dev, Satyakam |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Indien | India | ARCH-Modell | ARCH model | Bank | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (13 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 17, 2023 erstellt |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; G10 - General Financial Markets. General ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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