Application of arch family models on volatility and forecasting evaluation of stock market indices
Manjunath BR
| Year of publication: |
2021
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|---|---|
| Authors: | Manjunath BR |
| Published in: |
Finance India : the quarterly journal of Indian Institute of Finance. - Greater Noida, UP : [Verlag nicht ermittelbar], ISSN 0970-3772, ZDB-ID 1130817-5. - Vol. 35.2021, 4, p. 1221-1230
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| Subject: | ARCH | EGARCH | GARCH | Heteroskedasticity | TARCH | Aktienindex | Stock index | Volatilität | Volatility | ARCH-Modell | ARCH model | Indien | India | 2014-2018 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013272325