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Assessment of volatility using exponential generalized autoregressive conditional heteroscedastic model in BSE stock market
Kundu, Amit - In: The Indian journal of economics 97 (2017) 387, pp. 589-605
Persistent link: https://www.econbiz.de/10011991586
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Modeling stock market return volatility : GARCH evidence from Nifty Realty Index
Jain, Dhara; Mittal, Sachin K.; Choudhary, Vipin - In: Finance India : the quarterly journal of Indian … 36 (2022) 1, pp. 159-169
Persistent link: https://www.econbiz.de/10013349014
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Evaluation of leverage effect and spillover effect of Indian broad index exchange traded funds
Sabu, Marvin; Abraham, Sajimon - In: Finance India : the quarterly journal of Indian … 36 (2022) 4, pp. 1313-1324
Persistent link: https://www.econbiz.de/10014340790
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Volatility spillover impact of FII and MF net equity flows on the Indian sectoral stock indices : recent evidence using BEKK-GARCH
Aggarwal, Vaibhav; Doifode, Adesh; Tiwary, Mrityunjay Kumar - In: International journal of Indian culture and business … 22 (2021) 3, pp. 350-363
Persistent link: https://www.econbiz.de/10012511230
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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
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Stock market volatility and anomalies in India : a behavioural approach
Siddiqui, Taufeeque Ahmad; Narula, Isha - In: Asia-Pacific journal of management research and … 12 (2016) 3/4, pp. 194-202
Persistent link: https://www.econbiz.de/10011785023
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Study of volatility dynamics between emerging stock market index and US Oil price index : MGARCH modelling approach
Arekar, Kirti; Jain, Rinku; Kumar, Surender - In: Finance India : the quarterly journal of Indian … 36 (2022) 4, pp. 1325-1338
Persistent link: https://www.econbiz.de/10014340791
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Analyzing the COVID-19 pandemic volatility spillover influence on the collaboration of foreign and Indian stock markets
Das, Runumi; Debnath, Arabinda - In: Revista finanzas y política económica 14 (2022) 2, pp. 411-452
Persistent link: https://www.econbiz.de/10013383620
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The effect of COVID-19 on cryptocurrencies and the stock market volatility : a two-stage DCC-EGARCH model analysis
Ampountolas, Apostolos - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-17
exponential GARCH (EGARCH) model with an integrated dynamic conditional correlation (DCC) approach to measure the impact on the …This research examines the correlations between the return volatility of cryptocurrencies, global stock market indices …, and the spillover effects of the COVID-19 pandemic. For this purpose, we employed a two-stage multivariate volatility …
Persistent link: https://www.econbiz.de/10014295230
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Price and volatility spillovers across North American, European and Asian stock markets : with special focus on Indian stock market
Singh, Priyanka D. (contributor); Kumar, Brajesh (contributor) - 2008
Persistent link: https://www.econbiz.de/10003791262