Challa, Madhavi Latha; Malepati, Venkataramanaiah; … - In: Financial Innovation 6 (2020) 1, 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 … Exchange. To achieve the objectives, the study uses descriptive statistics; tests including variance ratio, Augmented Dickey …