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subject:"Estimation"
isPartOf:"Finance India : the quarterly journal of Indian Institute of Finance"
~subject:"Volatility"
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Estimation
Volatility
India
924
Indien
923
Börsenkurs
108
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108
Bank
87
Aktienmarkt
83
Stock market
83
Volatilität
64
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Balamurugan, G.
2
Kakani, Ram Kumar
2
Shveta Singh
2
Abraham, Sajimon
1
Agarwal, Megha
1
Agarwal, Yamini
1
Anjaly B.
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Arekar, Kirti
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Finance India : the quarterly journal of Indian Institute of Finance
The Indian journal of economics
59
The Indian economic journal
42
The Indian journal of labour economics : a quarterly journal of Indian Society of Labour Economics
40
Journal of quantitative economics
37
Journal of quantitative economics : official journal of the Indian Econometric Society
36
Macroeconomics and finance in emerging market economies
34
The Asian economic review : journal of the Indian Institute of Economics
33
The empirical economics letters : a monthly international journal of economics
32
Global business review
30
Indian journal of economics & business : IJEB
29
Journal of emerging market finance
29
Applied economics
27
Occasional papers / Reserve Bank of India
27
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
26
The IUP journal of applied finance : IJAF
25
Working paper / National Bureau of Economic Research, Inc.
25
Discussion paper series / IZA
23
Theoretical and applied economics : GAER review
23
NBER working paper series
22
NBER Working Paper
21
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
20
Cogent economics & finance
20
Theoretical economics letters
20
Decision
19
Working papers / National Institute of Public Finance and Policy
19
Praj̄nȧn : journal of social and management sciences
18
International journal of emerging markets
16
Working paper
16
Applied economics letters
15
Economic modelling
15
Journal of Asian economics
15
Margin: the journal of applied economic research
15
The IUP journal of financial risk management : IJFRM
15
IIMB management review
14
Mudra : journal of finance and accounting
13
Paradigm : the journal of Institute of Management Technology
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Vision : the journal of business perspective
12
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
12
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1
Does overconfidence bias exist in the Indian stock market? : an empirical investigation
Azam, Md Qamar
;
Baig, Mirza Allim
- In:
Finance India : the quarterly journal of Indian …
37
(
2023
)
2
,
pp. 627-644
Persistent link: https://www.econbiz.de/10014422243
Saved in:
2
An analytical study on volatility and impact of selected sectoral indices on national stock exchange during Covid-19
Lekha Shree.S
;
Kanniammal, K.
- In:
Finance India : the quarterly journal of Indian …
37
(
2023
)
1
,
pp. 267-279
Persistent link: https://www.econbiz.de/10014414209
Saved in:
3
Long run and short run relation between exchange rate and Indian stock market
Chaudhary, Amit
;
Sharma, Rajkumar
;
Agarwal, Yamini
- In:
Finance India : the quarterly journal of Indian …
37
(
2023
)
2
,
pp. 321-334
Persistent link: https://www.econbiz.de/10014419205
Saved in:
4
Herd behavior in Indian stock market : upshots of COVID-19 pandemic
Bamba, Meera
;
Komal
;
Mamta
- In:
Finance India : the quarterly journal of Indian …
37
(
2023
)
2
,
pp. 401-420
Persistent link: https://www.econbiz.de/10014419239
Saved in:
5
Forecasting stock price volatility : empirical study in India
Prabhakaran, K.
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
2
,
pp. 771-776
Persistent link: https://www.econbiz.de/10013477312
Saved in:
6
Wavelet-neural-fuzzy conjunction modeling of nifty India consumption stock of National Stock Exchange (NSE)
Bhardwaj, Rashmi
;
Bangia, Aashima
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
3
,
pp. 941-951
Persistent link: https://www.econbiz.de/10013477544
Saved in:
7
Price volatility spillovers in commodities market : an analytical study of selected commodities
Pillai, Raji
;
Lokanadha Reddy M
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
3
,
pp. 971-982
Persistent link: https://www.econbiz.de/10013477560
Saved in:
8
Volatility in sustainability indices : evidence from BSE as a sustainable stock exchange
Egurla, Kishan
;
Tadoori, Gattaiah
;
Kiran, V. Usha
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
3
,
pp. 983-994
Persistent link: https://www.econbiz.de/10013477566
Saved in:
9
Return and volatility spillover effects between the INR-USD exchange rate and BSE SENSEX
Shadab, Abdullah
;
Sinha, Amit
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
3
,
pp. 995-1008
Persistent link: https://www.econbiz.de/10013477579
Saved in:
10
Long run relationship between monetary policy and inflation in India
Pandey, Amrendra
;
Shettigar, Jagadish
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
4
,
pp. 1193-1204
Persistent link: https://www.econbiz.de/10014339170
Saved in:
11
Evaluation of leverage effect and spillover effect of Indian broad index exchange traded funds
Sabu, Marvin
;
Abraham, Sajimon
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
4
,
pp. 1313-1324
Persistent link: https://www.econbiz.de/10014340790
Saved in:
12
Study of volatility dynamics between emerging stock market index and US Oil price index : MGARCH modelling approach
Arekar, Kirti
;
Jain, Rinku
;
Kumar, Surender
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
4
,
pp. 1325-1338
Persistent link: https://www.econbiz.de/10014340791
Saved in:
13
Category specific volatility check on derivatives introduction : Indian context
Kaṇṇan̲, Ki.
;
Balamurugan, G.
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
1
,
pp. 117-144
Persistent link: https://www.econbiz.de/10013349000
Saved in:
14
Stock market integration : empirical evidence from leading stock indices
Aurora, Shruti
;
Kumar, Vasudha
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
1
,
pp. 145-158
Persistent link: https://www.econbiz.de/10013349012
Saved in:
15
Modeling stock market return volatility : GARCH evidence from Nifty Realty Index
Jain, Dhara
;
Mittal, Sachin K.
;
Choudhary, Vipin
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
1
,
pp. 159-169
Persistent link: https://www.econbiz.de/10013349014
Saved in:
16
Investigating the informational efficiency of exchange traded funds (ETFs) : empirical evidence from Indian Equity ETFs
Kaur, Prabhdeep
;
Jaspal Singh
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
1
,
pp. 193-208
Persistent link: https://www.econbiz.de/10013349034
Saved in:
17
The model predictability power to explain underpricing in bookbuild IPOs : a study of Indian capital market
Mittal, Satish K.
;
Verma, Seema
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
2
,
pp. 663-680
Persistent link: https://www.econbiz.de/10013475276
Saved in:
18
Application of arch family models on volatility and forecasting evaluation of stock market indices
Manjunath BR
- In:
Finance India : the quarterly journal of Indian …
35
(
2021
)
4
,
pp. 1221-1230
Persistent link: https://www.econbiz.de/10013272325
Saved in:
19
Is information risk priced in Indian stock market?
Goel, Anshi
;
Tripathi, Vanita
;
Agarwal, Megha
- In:
Finance India : the quarterly journal of Indian …
35
(
2021
)
4
,
pp. 1273-1298
Persistent link: https://www.econbiz.de/10013272745
Saved in:
20
Impact of financial crisis on determinants of capital structure of Indian non-financial firms : estimating dynamic panel data model using two-step system GMM
Vodwal, Sandeep
;
Bansal, Vishakha
;
Sinha, Pankaj
- In:
Finance India : the quarterly journal of Indian …
35
(
2021
)
3
,
pp. 741-762
Persistent link: https://www.econbiz.de/10013257211
Saved in:
21
Central bank intervention and monetary approach of exchange rates : an evidence from India
Anjaly B.
;
Deo, Malabika
- In:
Finance India : the quarterly journal of Indian …
35
(
2021
)
3
,
pp. 821-832
Persistent link: https://www.econbiz.de/10013257238
Saved in:
22
Relationship between exchange rate and stock market volatility in India : an empirical analysis
Charithra C. M.
;
Vikas, Bhavya
;
Sharma, Mukund
- In:
Finance India : the quarterly journal of Indian …
35
(
2021
)
4
,
pp. 1103-1111
Persistent link: https://www.econbiz.de/10013257900
Saved in:
23
Effect of international stock markets and exchange rates movements on Indian stock market
Sutha, M.
;
Vanitha, S.
- In:
Finance India : the quarterly journal of Indian …
34
(
2020
)
3
,
pp. 957-966
Persistent link: https://www.econbiz.de/10012792336
Saved in:
24
Time varying volatility of size-based market indices : evidence from India
Sharma, Nishi
- In:
Finance India : the quarterly journal of Indian …
34
(
2020
)
3
,
pp. 967-976
Persistent link: https://www.econbiz.de/10012792338
Saved in:
25
Impact of foreign exchange rate fluctuations on stock prices in selected industries
Kumar, Roshan
- In:
Finance India : the quarterly journal of Indian …
34
(
2020
)
4
,
pp. 1379-1384
Persistent link: https://www.econbiz.de/10012792387
Saved in:
26
Modelling return and nonlinear dynamics of Asia-5 markets
Sundar, Vijayalakshmi
;
Lazar, Daniel
- In:
Finance India : the quarterly journal of Indian …
34
(
2020
)
2
,
pp. 371-378
Persistent link: https://www.econbiz.de/10012669586
Saved in:
27
Impact of innovations in Indian and US stock markets on frontier markets of Africa, Middle East and South Asia
Khandelwal, Risha
;
Jithendranathan, Thadavillil
;
Singh, …
- In:
Finance India : the quarterly journal of Indian …
34
(
2020
)
2
,
pp. 469-484
Persistent link: https://www.econbiz.de/10012669888
Saved in:
28
Impact of subscription on structure on short run volatility Of IPOs In India
Singh, Amit Kumar
;
Kalra, Shivani
- In:
Finance India : the quarterly journal of Indian …
34
(
2020
)
2
,
pp. 591-604
Persistent link: https://www.econbiz.de/10012670325
Saved in:
29
Volatility analysis of bse bankex companies in Indian banking sector using GARCH model
Kolte, Ashutosh
;
Mal, Hoshiar
;
Pawar, Avinash
;
Bhosale, …
- In:
Finance India : the quarterly journal of Indian …
34
(
2020
)
2
,
pp. 631-640
Persistent link: https://www.econbiz.de/10012670366
Saved in:
30
The effects of economic and political events on the movements of BSE sensex : a study of outliers from 1991 to 2014
Pani, Saroj Kumar
;
Bhatt, Rishabh
;
Himatsingka, Gaurav
- In:
Finance India : the quarterly journal of Indian …
33
(
2019
)
2
,
pp. 407-422
Persistent link: https://www.econbiz.de/10012161004
Saved in:
31
Rational bubbles in the Indian stock market : empirical evidence from the NSE 500 index
Shveta Singh
;
Vats, Nishant
;
Jain, Pramod Kumar
;
Yadav, …
- In:
Finance India : the quarterly journal of Indian …
32
(
2018
)
2
,
pp. 457-478
Persistent link: https://www.econbiz.de/10011963106
Saved in:
32
Oil price shocks and stock market performance : a case of Indian stock market
Patil, Ashok R.
;
Madhuri, Gita
- In:
Finance India : the quarterly journal of Indian …
32
(
2018
)
2
,
pp. 519-536
Persistent link: https://www.econbiz.de/10011963122
Saved in:
33
Are stock markets always volatile? : alternative approaches for analyzing volatility in BSE, India
Arora, Chitra Bhatia
- In:
Finance India : the quarterly journal of Indian …
32
(
2018
)
3
,
pp. 871-886
Persistent link: https://www.econbiz.de/10011963428
Saved in:
34
Comparison of implied volatility index with special reference to India
Chittineni, Jyothi
- In:
Finance India : the quarterly journal of Indian …
32
(
2018
)
3
,
pp. 921-928
Persistent link: https://www.econbiz.de/10011963433
Saved in:
35
Industry specific volatility check on derivatives introduction : Indian context
Kannan, K.
;
Balamurugan, G.
- In:
Finance India : the quarterly journal of Indian …
32
(
2018
)
1
,
pp. 157-170
Persistent link: https://www.econbiz.de/10011923432
Saved in:
36
Dynamic relationship between foreign institutional investments and movements in Indian stock market
Varughese, Ashish
;
Mathew, Tomy
- In:
Finance India : the quarterly journal of Indian …
31
(
2017
)
2
,
pp. 457-474
Persistent link: https://www.econbiz.de/10011777664
Saved in:
37
An analysis of volatility in silver prices in India
Purohit, Harsh
;
Choudhary, Nidhi
- In:
Finance India : the quarterly journal of Indian …
31
(
2017
)
3
,
pp. 809-826
Persistent link: https://www.econbiz.de/10011777713
Saved in:
38
An empirical testing of relationship between earnings and portfolio returns in Indian capital market
Manjunatha, T.
- In:
Finance India : the quarterly journal of Indian …
30
(
2016
)
4
,
pp. 1185-1202
Persistent link: https://www.econbiz.de/10011647273
Saved in:
39
Efficiency and volatility spillover in Guar Seed futures market in India : an empirical study
Malhotra, Meenakshi
;
Dinesh Kumar Sharma
- In:
Finance India : the quarterly journal of Indian …
30
(
2016
)
3
,
pp. 847-870
Persistent link: https://www.econbiz.de/10011647364
Saved in:
40
Open interest, basis, volume and spot volatility during growth, crisis and stable period : evidence from Indian stock, market
Thenmozhi, M.
;
Thomas, Sony
;
Chandra, Abhijeet
- In:
Finance India : the quarterly journal of Indian …
30
(
2016
)
2
,
pp. 473-510
Persistent link: https://www.econbiz.de/10011578075
Saved in:
41
Volatility in stock market during the time of union budget
Saraswat, Pranav
;
Banga, Jatin
- In:
Finance India : the quarterly journal of Indian …
30
(
2016
)
2
,
pp. 551-562
Persistent link: https://www.econbiz.de/10011578082
Saved in:
42
Impact of Financial crisis on the volatility of Indian Commercial Banks' stock prices
Shveta Singh
;
Makkar, Anita
- In:
Finance India : the quarterly journal of Indian …
30
(
2016
)
2
,
pp. 577-588
Persistent link: https://www.econbiz.de/10011578088
Saved in:
43
Testing index volatility of Indian stock market in the context of foreign institutional investor's investment
Barot, Himanshu
;
Sapovadia, V. K.
- In:
Finance India : the quarterly journal of Indian …
30
(
2016
)
1
,
pp. 125-140
Persistent link: https://www.econbiz.de/10011559765
Saved in:
44
Stock volatility, growth and Greece debt crisis : implications to emerging economies with a special reference to India and Malaysia
Mengesha, Lula G.
;
Rani, Duppati Geeta
;
Mishra, Ram Kumar
- In:
Finance India : the quarterly journal of Indian …
29
(
2015
)
2
,
pp. 389-402
Persistent link: https://www.econbiz.de/10011349043
Saved in:
45
Globalization and banking fragility in India : empirical essays relating to early warning system, default risk and bank stock volatility
Tanima Niyogi Sinha Roy
- In:
Finance India : the quarterly journal of Indian …
29
(
2015
)
1
,
pp. 175-182
Persistent link: https://www.econbiz.de/10011349073
Saved in:
46
Impact of Indian commodity futures on price discovery, volatility spill-over, systematic risk and wholesale price index
Kakati, Rinalini P.
- In:
Finance India : the quarterly journal of Indian …
28
(
2014
)
4
,
pp. 1313-1334
Persistent link: https://www.econbiz.de/10010495217
Saved in:
47
The dynamic of gold prices, crude oil prices and stock index comovements : cointegration evidence of India
Dharmendra Singh
- In:
Finance India : the quarterly journal of Indian …
28
(
2014
)
4
,
pp. 1265-1274
Persistent link: https://www.econbiz.de/10010495220
Saved in:
48
Commodity price volatility & time varying hedge ratios : evidence from notional commodity futures indices of India
Kumar, Santhosh
;
Lagesh, M. A.
- In:
Finance India : the quarterly journal of Indian …
28
(
2014
)
2
,
pp. 515-528
Persistent link: https://www.econbiz.de/10010421800
Saved in:
49
Testing efficiency of Indian stock market with respect to information content of corporate event announcements : study on IT companies
Raja, M.
- In:
Finance India : the quarterly journal of Indian …
27
(
2013
)
4
,
pp. 1291-1296
Persistent link: https://www.econbiz.de/10010391877
Saved in:
50
Global integration of Indian stock market
Verma, Satish
;
Mahajan, Nayia
- In:
Finance India : the quarterly journal of Indian …
27
(
2013
)
4
,
pp. 1213-1228
Persistent link: https://www.econbiz.de/10010391885
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