Showing 1 - 10 of 171,613
Persistent link: https://www.econbiz.de/10012130188
Persistent link: https://www.econbiz.de/10011740856
Persistent link: https://www.econbiz.de/10012427542
Persistent link: https://www.econbiz.de/10014232622
Persistent link: https://www.econbiz.de/10014313390
Persistent link: https://www.econbiz.de/10010361585
Persistent link: https://www.econbiz.de/10012800122
The stock market is constantly shifting and full of unknowns. In India in 2000, technological advancements led to …, several scholars have lately been interested in forecasting stock market volatility. This study analyzed India VIX (NIFTY 50 … ability of GARCH- and RNN-based LSTM models using India VIX out of sample data. The results indicated that the NIFTY 50 index …
Persistent link: https://www.econbiz.de/10013199403
Liquidity commonality and the co-movements in trading costs related to such commonality have remarkable implications in market microstructure. Analyzing and identifying such commonality will enable the investor and policy maker to discover evidence regarding the inventory risks and asymmetric...
Persistent link: https://www.econbiz.de/10012193362
Persistent link: https://www.econbiz.de/10013472766