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Modeling and forecasting the volatility of NIFTY 50 using GARCH and RNN models

Mahajan, Vanshu; Thakan, Sunil; Malik, Aashish - In: Economies : open access journal 10 (2022) 5, pp. 1-20

, several scholars have lately been interested in forecasting stock market volatility. This study analyzed India VIX (NIFTY 50 …The stock market is constantly shifting and full of unknowns. In India in 2000, technological advancements led to … become essential to manage risk in the Indian stock market, and volatility plays a critical part in assessing the risks of …

Persistent link: https://www.econbiz.de/10013199403

Normative analysis of the impact of Covid-19 on prominent sectors of Indian economy by using ARCH Model

Kumar, G. K. Chetan; Rangappa, K. B.; Suchitra S - In: Theoretical and applied economics : GAER review 29 (2022) 2/631, pp. 151-164

Persistent link: https://www.econbiz.de/10014325374

The outbreak of COVID-19 pandemic and its impact on volatility of Indian stock market : evidence from top ten stocks of Bombay Stock Exchange

Vikram; Mohanty, Debasis; Agrawal, Archa - In: African journal of accounting, auditing and finance : AJAAF 8 (2022) 1, pp. 9-105

Persistent link: https://www.econbiz.de/10013326319

Structural change, information asymmetry and volatility in Indian stock market : evidence from pre-and-post-COVID-19 outbreak

Mohanasundaram, T.; Rizwana, M.; Sathyanarayana, S.; … - In: Afro-Asian Journal of Finance and Accounting : AAJFA 14 (2024) 3, pp. 412-431

Persistent link: https://www.econbiz.de/10014546120

Volatility Forecasting, Market Efficiency and Effect of Recession of SRI Indices

Roy, Subrata - In: Theoretical and applied economics : GAER review 28 (2021) 2/627, pp. 259-284

Persistent link: https://www.econbiz.de/10012693493

Volatility and asymmetric analysis of Indian indices during Covid-19 pandemic period

Banu, S. Shameem; Shibu, N. S. - In: Theoretical and applied economics : GAER review 29 (2022) 1/630, pp. 215-222

Persistent link: https://www.econbiz.de/10013259168

Priya, Pragati; Sharma, Chandan - In: Journal of financial economic policy 15 (2023) 1, pp. 16-34

Persistent link: https://www.econbiz.de/10014315775

An analytical study on volatility and impact of selected sectoral indices on national stock exchange during Covid-19

Lekha Shree.S; Kanniammal, K. - In: Finance India : the quarterly journal of Indian … 37 (2023) 1, pp. 267-279

Persistent link: https://www.econbiz.de/10014414209

Day-of-the-week effect : petroleum and petroleum products

Meek, Andrew C.; Hoelscher, Seth A. - In: Cogent economics & finance 11 (2023) 1, pp. 1-19

This study tests for calendar anomalies in returns for petroleum and petroleum products via the futures market, specifically, the day-of-the-week (DOW) effect. The energy future contracts in this study are the WTI (West Texas Intermediate), Brent, RBOB (Reformulated Blendstock for Oxygenate...

Persistent link: https://www.econbiz.de/10014500847

Modelling the impact of global financial crisis on the Indian stock market through GARCH models

Mathur, Shreya; Chotia, Varun; Rao, N. V. Muralidhar - In: Asia-Pacific journal of management research and … 12 (2016) 1, pp. 11-22

Persistent link: https://www.econbiz.de/10011559376

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