indicates a long persistence of volatility in Indian stock market especially National Stock Exchange (NSE) of India. The …Economic status of India is greatly imitated by the introduction of new economic policy in 1991. The Indian Capital … the developing countries, India has received considerable capital inflows in recent years. We apply the GARCH (1, 1 …

As per the Central Statistics Organization and International Monetary Fund, India has emerged as the fastest growing …. The purpose of this study is to analyze the Casual Relationship and Volatility of BSE Index with special reference to …

which has the highest volume of trade in India. We find that P(g) decays as an exponential function P(g) ∼ exp(− g) with a …

To many among the general public, the term volatility is simply synonymous with risk associating with any financial … asset. Volatility plays a vital role in the secondary market which influences a lot on the investment decision. The main … objective of this study is to examine the aforesaid two aspects of the volatility to curb the excess volatility in the market …

conditional volatility of two stock markets, during the 1995-2007 period, using the monthly data of BSE listed BSE 100 and NYSE … of two stages GARCH (1,1) model wherein in first stage conditional volatility of both stock markets is estimated, and … then it is used as exogenous variable to estimate further conditional volatility of both stock markets. The study also …

This study examines the impact of Weather factors on return and volatility of the Indian stock market. The study uses … the daily data of top four metros and tests its impact on the return and volatility of S&P CNX Nifty index from January … in Chennai and the stock return volatility influenced by the temperature in Mumbai, Delhi and Kolkata …

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 …