Comparison of GARCH and ANN model for forecasting volatility : Evidence based on Indian stock markets
Muneer Shaik, Aditya Sejpal
| Year of publication: |
2020
|
|---|---|
| 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
|
| Subject: | GARCH | ANN | India | Stock Market | Forecasting | Volatility | Indien | Volatilität | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5750/jpm.v14i2.1843 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012667736