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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

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

A comparative study of static and iterative models of ARIMA and SVR to predict stock indices prices in developed and emerging economies

Beniwal, Mohit; Archana Singh; Kumar, Nand - In: International journal of applied management science : IJAMS 15 (2023) 4, pp. 352-371

Persistent link: https://www.econbiz.de/10014391724

Predicting exchange rate in India : a non-parametric causality-in-quantiles approach

Jaiswal, Seema - 2022

Persistent link: https://www.econbiz.de/10013402148

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

Persistent link: https://www.econbiz.de/10003880434

Volatility risk premium in Indian options prices

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

Persistent link: https://www.econbiz.de/10011392659

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

Persistent link: https://www.econbiz.de/10011299487

Forecasting volatility in Indian agri-commodities market

Thiyagarajan, S.; Naresh, G.; Mahalakshmi, S. - In: Global business and finance review 20 (2015) 1, pp. 95-104

Persistent link: https://www.econbiz.de/10011434245

Discrete wavelet transform-based prediction of stock index : a study on national stock exchange fifty index

Jothimani, Dhanya; Shankar, Ravi; Yadav, Surendra S. - In: Journal of financial management and analysis : … 28 (2015) 2, pp. 35-49

Persistent link: https://www.econbiz.de/10011535334

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