Analysis of stock returns volatility of oil and natural gas industry using GARCH
Ritika Agarwal and Pratim Barua
| Year of publication: |
2024
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|---|---|
| Authors: | Agarwal, Ritika ; Barua, Pratim |
| Published in: |
Mudra : journal of finance and accounting. - Delhi : Journal Press India, ISSN 2347-4467, ZDB-ID 2806339-9. - Vol. 11.2024, 1, p. 1-19
|
| Subject: | Stock Market | Return | Volatility | GARCH | Oil and Natural Gas | Volatilität | ARCH-Modell | ARCH model | Gaswirtschaft | Gas industry | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Erdölindustrie | Oil industry | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.17492/jpi.mudra.v11i1.1112401 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015063485