Capturing the stock market volatility : a study of sectoral indices in India using symmetric GARCH models
Aastha Khera, Anisha Goyal, Miklesh Prasad Yadav
| Year of publication: |
2022
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|---|---|
| Authors: | Khera, Aastha ; Goyal, Anisha ; Yadav, Miklesh Prasad |
| Published in: |
International journal of management practice : IJMP. - Olney, Bucks : Inderscience Enterprises, ISSN 1741-8143, ZDB-ID 2170808-3. - Vol. 15.2022, 6, p. 820-833
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| Subject: | ARCH | autoregressive conditional heteroscedastic | conditional models | GARCH | generalised autoregressive conditional heteroscedastic | India | investors | risk premium | volatility | ARCH-Modell | ARCH model | Indien | Volatilität | Volatility | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Risikoprämie | Risk premium | Aktienindex | Stock index | Heteroskedastizität | Heteroscedasticity | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJMP.2022.10050786 [DOI] 10.1504/IJMP.2022.126536 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013415146