Modeling stock market return volatility : GARCH evidence from Nifty Realty Index
Year of publication: |
2022
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Authors: | Jain, Dhara ; Mittal, Sachin K. ; Choudhary, Vipin |
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, 1, p. 159-169
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Subject: | Volatility | ARCH | GARCH | Unit Root test | Stock | Real Estate | NSE,Nifty | India | Heteroskedasticity | Volatilität | Indien | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Schätztheorie | Estimation theory | Börsenkurs | Share price |
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