Estimating and Forecasting Volatility Using ARIMA Model : A Study on NSE, India
Year of publication: |
2019
|
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Authors: | Wadhawan, Dikshita |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Indien | India | Volatilität | Volatility | Schätzung | Estimation | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 10, 2019 erstellt Volltext nicht verfügbar |
Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; c58 ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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