As the trade and information flow in the financial markets increasing, they are becoming more volatile and sensitive to extreme events. Markets are now characterized by more frequent extreme events. Generally such extreme events in the market are not normally distributed and need to be modeled...

Financial time series like exchange rates are highly persistent. An unexpected shock to the underlying variable has long lasting effects. The persistence in the volatility of the time series is usually exemplified by a highly persistent fitted GARCH model. Traditional stationary ARMA processes...

The approach that is innovative and hardly applied is employed to further elaborate the relationship between FIIs inflows and benchmark index return which still remains a mystery for most of the investors. An artificial neural network as well as some in-depth descriptive statistics is employed...

This paper talks about the trading behavior and portfolio performance of individual investors using the data from the Indian stock market. I have checked the effect of noise traders on the stock market on the basis of risk and return and their proportion in the entire universe of investors. Risk...