This study is carried out to understand the volatility behavior of the Indian stock market, taking into account the NSE … as the role model. Historical volatility levels of CNX Nifty are computed using classical, range-based and drift … independent volatility measures. It could be concluded that Yang Zhang's measure of volatility is better and consistent in …

. This paper aims to search the best model to estimate and forecast volatility of Indian and Chinese stock market. The data …, we found the GARCH (1,1) model as the best model to estimate and forecast the volatility of Chinese stock market for both … the daily and weekly return series. For the Indian stock market, the recommended volatility estimation and forecasting …

The Impact of dividend decision on the share price volatility in the Indian Stock Market is the subject matter of this …, Leverage, and Earnings Volatility …

This paper investigates the empirical relationship between return, volume and volatility dynamics of stock market by … using data of the NIFTY index of NSE during the period from Jan 2007 to March 2014. The volatility in the Indian stock …, when we compare the GARCH, EGARCH and TARCH models, on the basis of AIC and SC criteria. Causality from volatility to …

This paper examines the effects of persistence, asymmetry, and the US Sub-prime Mortgage crisis on the volatility of … the returns and also the linkages and causality between the spot and futures volatility by using various classes of the … futures, for the daily data from, June 12th 2000 to September 30th 2013 from Nifty stock market of India. The descriptive …

Sri Lanka to India. Evidence for the presence of volatility spillovers between these three South Asian economies makes the …This study examines the existence, magnitude and direction of volatility spillovers between the Sri Lankan stock market … and two other major stock markets in the South Asian region: India and Pakistan. Main stock indices of Sri Lanka, India …