Forecasting the Sensex and Nifty indices using ARIMA and GARCH models
Tejesh H.R. and Jeelan Basha V.
| Year of publication: |
2023
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|---|---|
| Authors: | Tejesh H. R. ; Jeelan Basha V. |
| Published in: |
Mudra : journal of finance and accounting. - Delhi : Journal Press India, ISSN 2347-4467, ZDB-ID 2806339-9. - Vol. 10.2023, 1, p. 57-75
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| Subject: | ARCH | ARIMA | GARCH | Stationarity | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | ARMA-Modell | ARMA model | Schätztheorie | Estimation theory | Aktienindex | Stock index | Prognose | Forecast | Indien | India | Volatilität | Volatility |
| 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/10014372845