Modelling time-varying volatility using GARCH models: evidence from the Indian stock market

Background: In this study, we examined the volatility of the Indian stock market from 2008 to 2021. Owing to the financial crisis, volatility forecasting of the Indian stock market has become crucial for economic and financial analysts. An empirical study of the returns of the NSE indices revealed a...

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Detalles Bibliográficos
Autores principales: Ali, Farman, Suri, Pradeep, Kaur, Tarunpreet, Bisht, Deepa
Formato: Online Artículo Texto
Lenguaje:English
Publicado: F1000 Research Limited 2022
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9758444/
https://www.ncbi.nlm.nih.gov/pubmed/36567684
http://dx.doi.org/10.12688/f1000research.124998.2

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9758444/
https://www.ncbi.nlm.nih.gov/pubmed/36567684
http://dx.doi.org/10.12688/f1000research.124998.2

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