referenceto BSE and NSE in India. This study used secondary dailytime-series data, for a period of two years, from 01.01.2018 to31 ….12.2019. Statistical tools, such as Descriptive Statistics andA correlation Matrix was employed to perform the analysis. It wasfound from … the correlation analysis that there was a relationshipbetween Twitter sentiments indicators and stock market indicators …

This paper investigates the time-varying correlation and the volatility behaviour of the New Age Technology (Industry 4 ….0) sectors and, traditional sectors in US (NASDAQ sectoral indices) and India (Nifty sectoral indices) using ADCC/DCC – GARCH … COVID -19 pandemic on the volatility behaviour and the time – varying correlation of these indices. Risk measures – VaR and …

-GARCH model for volatility and DCC model for correlation to allow for inclusion of indexes that measure financial conditions. In … returns, especially during crises. Moreover, including the FCI in volatility and correlation modeling improves Value …

et al.,JoI: 23, 2014). In our study, we use sample entropy and approximate entropy indicators - derived from the India … Volatility Index (India VIX) - to explore the feasibility of style, size and time horizon-based portfolio rotation strategies. We …, sample entropy and percentage change in India VIX …

by studying correlation based networks and spectral properties of the correlation matrix. The study is performed by using … that is spanning more than 40 years. We show that the correlation between industry indices presents both a fast and a slow … time period. By investigating the correlation dynamics monthly, we are able to detect two examples of fast variations in …