A study on unfolding asymmetric volatility in selected IT stocks in NSE
K.s. Suryanarayana, V.S. Prasad Kandi, K. Ravi Kiran Yasaswi
| Year of publication: |
2025
|
|---|---|
| Authors: | Suryanarayana, K.S. ; Kandi, V. S. Prasad ; Yasaswi, K. Ravi Kiran |
| Published in: |
International journal of electronic finance : IJEF. - Olney, Bucks : Inderscience Enterprises, ISSN 1746-0077, ZDB-ID 2232948-1. - Vol. 14.2025, 2, p. 214-228
|
| Subject: | asymmetric volatility | Casula relation | daily returns volatility | GARCH | generalised autoregressive conditionally heteroscedastic model | information technology | National Stock Exchange of India | Volatilität | Volatility | Indien | India | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Informationstechnik | Information technology | Zeitreihenanalyse | Time series analysis | Börsenhandel | Stock exchange trading | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJEF.2025.145277 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015357833