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Estimation and forecasting of stock volatility with range-based estimators

Vipul, Joshy Jacob - In: The journal of futures markets 28 (2008) 6, pp. 561-581

Persistent link: https://www.econbiz.de/10003715011

Modeling aggregate stock market volatility with structural breaks in India

Badhani, K. N. - In: Decision 35 (2008) 2, pp. 87-107

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Artificial Neural Network models for forecasting stock price index in the Bombay Stock Exchange

Dutta, Goutam; Jha, Pankaj; Laha, Arnab Kumar; Mohan, Neeraj - In: Journal of emerging market finance 5 (2006) 3, pp. 283-295

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Volatility risk premium in Indian options prices

Garg, Sonia; Vipul - In: The journal of futures markets 35 (2015) 9, pp. 795-812

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Modeling and forecasting of time-varying conditional volatility of the Indian stock market

Srinivasan, Palamalai - In: The IUP journal of financial risk management : IJFRM 12 (2015) 1, pp. 49-64

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Forecasting of Indian stock market by effective macro- economic factors and stochastic model

Badge, Jyoti - In: Journal of statistical and econometric methods 1 (2012) 2, pp. 39-51

The stock market patterns are non-linear in nature therefore it is difficult to forecast the future trends of the market. In this paper we have used different macro-economic factors of Indian stock market. Macro-economic factors include technical indicators. These technical indicators help to...

Persistent link: https://www.econbiz.de/10009769990