Forecasting stock price volatility : empirical study in India
K. Prabhakaran
| Year of publication: |
2022
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|---|---|
| Authors: | Prabhakaran, K. |
| 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. 36.2022, 2, p. 771-776
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| Subject: | Forecasting | Volatility | Stock | Capital Market | ADF test | Philips Perron Test | GARCH | EGARCH | Volatilität | Börsenkurs | Share price | Indien | India | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Schätztheorie | Estimation theory | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market |
| 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://ebvufind01.dmz1.zbw.eu/10013477312