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Comparison of GARCH and ANN model for forecasting volatility : Evidence based on Indian stock markets
Shaik, Muneer; Sejpal, Aditya - In: The journal of prediction markets 14 (2020) 2, pp. 103-121
Persistent link: https://www.econbiz.de/10012667736
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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
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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
Persistent link: https://www.econbiz.de/10011299487
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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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Forecasting Performance of Various Volatility Models on Intra-Day Equity Price in Indian Stock Market
2012
In this paper, an attempt has been made to determine the forecasting performance of symmetric and asymmetric volatility …
Persistent link: https://www.econbiz.de/10013112806
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Modeling and Forecasting of Time-Varying Conditional Volatility of the Indian Stock Market
Palamalai, Srinivasan - 2015
Volatility forecasting is an important area of research in financial markets and immense effort has been expended in … improving volatility models since better forecasts translate themselves into better pricing of options and better risk … management. In this direction, the present paper attempts to model and forecast the volatility (conditional variance) of the S …
Persistent link: https://www.econbiz.de/10013013898
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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
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The effect of spillover on volatility forecasting : an empirical study in Indian Stock Market
Karmakar, Madhusudan; Shukla, Girja Kant - In: Metamorphosis : a journal of management research 15 (2016) 1, pp. 20-30
Persistent link: https://www.econbiz.de/10011625682
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Forecasting stock market volatility in India : using linear and non-linear models
Srinivasan, Kaliyaperumal; Deo, Malabika - In: International journal of economic perspectives : IJEP 4 (2010) 4, pp. 617-622
Persistent link: https://www.econbiz.de/10011587796
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A Study on the Accuracy of Bankruptcy Models Predicting Financial Distress Levels of Companies : Evidence from Indian Stock Market
Sebasian, Blitzen - 2023
The world has seen the number of companies going bankrupt on the rise over the years owing to a lot of internal factors such as management, asset quality and structuring of resources and external factors such as economic, political, recently the pandemic, the Russia Ukraine war among others....
Persistent link: https://www.econbiz.de/10014350710