Stock market volatility modeling and forecasting with a special reference to BSE sensex
Venkataramanaiah Malepati, Madhavi Latha Challa and Siva Nageswara Rao Kolusu
| Year of publication: |
2019
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|---|---|
| Authors: | Malepati, Venkataramanaiah ; Challa, Madhavi Latha ; Kolusu, Siva Nageswara Rao |
| Published in: |
Research in finance. - Bingley [u.a.] : Emerald JAI, ISSN 0196-3821, ZDB-ID 447662-1. - Vol. 35.2019, p. 105-118
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| Subject: | Volatility | BSE Sensex | generalized autoregressive conditional heteroscedastic | heteroscedasticiy | forecasting | validation | Volatilität | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Aktienindex | Stock index | Zeitreihenanalyse | Time series analysis | Indien | India | Theorie | Theory | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/S0196-382120190000035005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012228119