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Dynamic forecasting : efficacy of rolling symmetric and asymmetric GARCH models

Talwar, Shalini - In: South Asian journal of management : SAJM 23 (2016) 3, pp. 102-142

Persistent link: https://www.econbiz.de/10011643885

Impact of currency futures on volatility in exchange rate : a study of Indian currency market

Kumar, Ashish - In: Paradigm : the journal of Institute of Management Technology 19 (2015) 1, pp. 95-108

Persistent link: https://www.econbiz.de/10011761360

Volatility spillovers between foreign exchange markets of India and China

Kumar, Surender; Dublish, Puneet; Haque, Moon Moon - In: Asia-Pacific journal of management research and … 12 (2016) 2, pp. 134-144

Persistent link: https://www.econbiz.de/10011720265

Asymmetric cross-market volatility spillovers : evidence from Indian equity and foreign exchange markets

Panda, Pradiptarathi; Deo, Malabika - In: Decision 41 (2014) 3, pp. 261-270

Persistent link: https://www.econbiz.de/10010412792

Stock market volatility and anomalies in India : a behavioural approach

Siddiqui, Taufeeque Ahmad; Narula, Isha - In: Asia-Pacific journal of management research and … 12 (2016) 3/4, pp. 194-202

Persistent link: https://www.econbiz.de/10011785023

Forecasting stock price volatility : empirical study in India

Prabhakaran, K. - In: Finance India : the quarterly journal of Indian … 36 (2022) 2, pp. 771-776

Persistent link: https://www.econbiz.de/10013477312

Modelling and forecasting intraday volatility with range-based GARCH models for Indian stock market

Shakeel, Moonis; Arya, Himani - In: International journal of economics and business … 27 (2024) 4, pp. 633-650

Persistent link: https://www.econbiz.de/10015063292

Measuring volatility in the Indian commodity futures

Kirithiga, S.; Naresh, G.; Thiyagarajan, S. - In: International journal of bonds and derivatives 3 (2017) 3, pp. 253-274

Persistent link: https://www.econbiz.de/10011875999

The impact of German macroeconomic data announcements on the Czech financial market

Moravcová, Michala - 2015

generalized autoregressive conditional heteroscedasticity (GARCH) models are applied. Macroeconomic shocks (GDP, ZEW, IFO, factory … volatility during the 7-year total examined time period. Splitting the time series into 3 individual sub-periods the results … conditional volatility during financial crises. Furthermore, announcements of GDP and ZEW index calm the exchange rate …

Persistent link: https://www.econbiz.de/10011317142

Study of volatility dynamics between emerging stock market index and US Oil price index : MGARCH modelling approach

Arekar, Kirti; Jain, Rinku; Kumar, Surender - In: Finance India : the quarterly journal of Indian … 36 (2022) 4, pp. 1325-1338

Persistent link: https://www.econbiz.de/10014340791