Comparison of GARCH and ANN model for forecasting volatility : Evidence based on Indian stock markets
Year of publication: |
2020
|
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Authors: | Shaik, Muneer ; Sejpal, Aditya |
Published in: |
The journal of prediction markets. - Buckingham : Univ. of Buckingham Press, ISSN 1750-6751, ZDB-ID 2388613-4. - Vol. 14.2020, 2, p. 103-121
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Subject: | GARCH | ANN | India | Stock Market | Forecasting | Volatility | Volatilität | Indien | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Schätzung | Estimation |
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