Add to ORKGThis paper empirically estimates the clustering volatility of the Indian stock market by considering twelve indicators of BSE SENSEX. The cluster volatility has been estimated through ARCH family models such as ARCH, GARCH, IGARCH, GARCH-M, EGARCH, TARCH, GJR TARCH, SAARCH, PARCH, NARCH, NARCHK, APARCH, and NPARCH
The paper aims to model and forecast the volatility in the stocks traded at the Karachi Stock Exchan...
This study looks into the relationship between stock returns and volatility in South Africa and Chin...
Volatility in financial markets has attracted growing attention by academics, policy makers and prac...
This paper empirically estimates the clustering volatility of the Indian stock market by considering...
This paper empirically investigates the volatility pattern of Indian stock market based on time seri...
AbstractThis paper models time-varying volatility in one of the Indian main stock markets, namely, t...
We tested different GARCH models in modeling the volatility of stock returns in London Stock Exchang...
Volatility is unobservable and an indispensible contribution to the pricing models and for risk mana...
This paper investigates the relationship between stock market returns and volatility in the Indian s...
In this paper, The GARCH (1,1) model is presented and some results for the existence and uniqu...
Understanding the pattern of stock market volatility is important to investors as well as for invest...
Purpose: The objective of this study was to select the best model for modelling the volatility of lo...
This study models the volatility present in the inter day returns in the stock of the two major nati...
This paper investigates the nature and characteristics of stock market volatility in India. The vola...
AbstractIn this paper, we compare the performance of Inclan and Tiao's (IT) (1994) and Sanso, Arago ...
The paper aims to model and forecast the volatility in the stocks traded at the Karachi Stock Exchan...
This study looks into the relationship between stock returns and volatility in South Africa and Chin...
Volatility in financial markets has attracted growing attention by academics, policy makers and prac...
This paper empirically estimates the clustering volatility of the Indian stock market by considering...
This paper empirically investigates the volatility pattern of Indian stock market based on time seri...
AbstractThis paper models time-varying volatility in one of the Indian main stock markets, namely, t...
We tested different GARCH models in modeling the volatility of stock returns in London Stock Exchang...
Volatility is unobservable and an indispensible contribution to the pricing models and for risk mana...
This paper investigates the relationship between stock market returns and volatility in the Indian s...
In this paper, The GARCH (1,1) model is presented and some results for the existence and uniqu...
Understanding the pattern of stock market volatility is important to investors as well as for invest...
Purpose: The objective of this study was to select the best model for modelling the volatility of lo...
This study models the volatility present in the inter day returns in the stock of the two major nati...
This paper investigates the nature and characteristics of stock market volatility in India. The vola...
AbstractIn this paper, we compare the performance of Inclan and Tiao's (IT) (1994) and Sanso, Arago ...
The paper aims to model and forecast the volatility in the stocks traded at the Karachi Stock Exchan...
This study looks into the relationship between stock returns and volatility in South Africa and Chin...
Volatility in financial markets has attracted growing attention by academics, policy makers and prac...