Challa, Madhavi Latha; Malepati, Venkataramanaiah; … - In: Financial innovation : FIN 6 (2020) 47, pp. 1-19
This study forecasts the return and volatility dynamics of S&P BSE Sensex and S&P BSE IT indices of the Bombay Stock … forecasts daily stock returns for the S&P BSE Sensex and S&P BSE IT time series, using the ARIMA model. The results reveal that …-term. The forecasted values of S&P BSE Sensex and S&P BSE IT are almost equal to their actual values, with few deviations. Hence …