Add to ORKGThis paper examine the modeling and forecasting volatility of stock futures market in India over the period beginning from 1st April 2003 and ending 31st December 2008, for a total of 1440 observations by using Symmetric GARCH and Asymmetric TGARCH, EGARCH and IGARCH model to draw valid conclusion
Volatility is unobservable and an indispensible contribution to the pricing models and for risk mana...
This paper examines and estimate the three GARCH(1,1) models (GARCH, EGARCH and GJR-GARCH) using the...
The study attempts to capture conditional variance of Indian banking sector’s stock market returns a...
This paper empirically investigates the volatility pattern of Indian stock market based on time seri...
Volatility forecasting is an important area of research in financial markets and lot of effort has b...
Volatility is arguably one of the most important measures in financial economics since it is often u...
Volatility is arguably one of the most important measures in financial economics since it is often u...
Modelling volatility has become increasingly important in recent times for its diverse implications....
In this paper we aim to test the usefulness of two variants of Generalized Autoregressive Conditiona...
This paper compares and estimates standard and asymmetric GARCH models with daily returns data of th...
This study models the volatility present in the inter day returns in the stock of the two major nati...
This study aims to evaluate the characteristics of conditional volatility of the Indian stock market...
Engle (1982) introduced the autoregressive conditionally heteroskedastic model for quantifying the c...
We investigate the daily volatility and Value-at-Risk (VaR) forecasts for the Karachi Stock Exchange...
We investigate the daily volatility and Value-at-Risk (VaR) forecasts for the Karachi Stock Exchange...
Volatility is unobservable and an indispensible contribution to the pricing models and for risk mana...
This paper examines and estimate the three GARCH(1,1) models (GARCH, EGARCH and GJR-GARCH) using the...
The study attempts to capture conditional variance of Indian banking sector’s stock market returns a...
This paper empirically investigates the volatility pattern of Indian stock market based on time seri...
Volatility forecasting is an important area of research in financial markets and lot of effort has b...
Volatility is arguably one of the most important measures in financial economics since it is often u...
Volatility is arguably one of the most important measures in financial economics since it is often u...
Modelling volatility has become increasingly important in recent times for its diverse implications....
In this paper we aim to test the usefulness of two variants of Generalized Autoregressive Conditiona...
This paper compares and estimates standard and asymmetric GARCH models with daily returns data of th...
This study models the volatility present in the inter day returns in the stock of the two major nati...
This study aims to evaluate the characteristics of conditional volatility of the Indian stock market...
Engle (1982) introduced the autoregressive conditionally heteroskedastic model for quantifying the c...
We investigate the daily volatility and Value-at-Risk (VaR) forecasts for the Karachi Stock Exchange...
We investigate the daily volatility and Value-at-Risk (VaR) forecasts for the Karachi Stock Exchange...
Volatility is unobservable and an indispensible contribution to the pricing models and for risk mana...
This paper examines and estimate the three GARCH(1,1) models (GARCH, EGARCH and GJR-GARCH) using the...
The study attempts to capture conditional variance of Indian banking sector’s stock market returns a...