Forecasting stock market volatility in India : using linear and non-linear models
Year of publication: |
December 2010
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Authors: | Srinivasan, Kaliyaperumal ; Deo, Malabika |
Published in: |
International journal of economic perspectives : IJEP. - Famagusta : Soc., ISSN 1307-1637, ZDB-ID 2464117-0. - Vol. 4.2010, 4, p. 617-622
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Subject: | BSE Sensex | Emerging Markets | GARCH Model | Volatility | Forecasting | Volatilität | Indien | India | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Börsenkurs | Share price | Schätzung | Estimation |
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