Challa, Madhavi Latha; Malepati, Venkataramanaiah; … - In: Financial innovation : FIN 6 (2020) 47, 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-Fuller, Phillips-Perron, and Kwiatkowski Phillips...