An empirical study applying log periodic structures for prediction of crashes in Indian Stock Market
Year of publication: |
2021
|
---|---|
Authors: | Sarda, Varun ; Karmarkar, Yamini ; Sarda, Neha Lakhotia |
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. 35.2021, 4, p. 1299-1312
|
Subject: | BSE | Sensex | Log Periodic Power Law | Stock Market | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Prognoseverfahren | Forecasting model | Indien | India | 1997-2011 |
-
Analysing interlinkages of Indian stock market with other emerging Asian markets
Goel, Himanshu, (2021)
-
Mukherjee, Sovik, (2021)
-
Impact of foreign institutional investment on the volatility of Indian stock market
Kumar, Suresh, (2014)
- More ...
-
An empirical study applying log periodic structures for prediction of realty market crashes in India
Sarda, Varun, (2019)
-
Damele, Manjri, (2004)
-
Chouksey, Aradhana, (2017)
- More ...