Thiripalraju, M; H, Rajesh Acharya - In: The IUP Journal of Applied Economics IX (2010) 1, pp. 79-105
: This paper is an attempt to model the volatility of the equity data of the two Indian stock markets. The study found volatility clustering in the daily returns of indices. Different GARCH models were estimated for various indices of NSE and BSE, the two premier Indian stock exchanges. GARCH(1,...