Forecasting stock market volatility in India : using linear and non-linear models
Kaliyaperumal Srinivasan, Ph.D; Malabika Deo, Ph.D
| Year of publication: |
December 2010
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|---|---|
| Authors: | Srinivasan, Kaliyaperumal ; Deo, Malabika |
| Published in: |
International journal of economic perspectives : IJEP. - Famagusta : Soc., ISSN 1307-1637, ZDB-ID 2464117-0. - Vol. 4.2010, 4, p. 617-622
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| Subject: | BSE Sensex | Emerging Markets | GARCH Model | Volatility | Forecasting | Indien | India | Volatilität | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011587796