Application of GARCH Models for Modeling Stock Market Volatility: An Empirical Study

Return is the major attribute of an investment asset which can be construed as a random variable, and the 'variability in return can be interpreted as volatility. Forecasting volatility and modeling it are the most prolific areas for research. This paper empirically investigates the conditional...

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Bibliographic details
Volume: 16
Main Author: N Shabarisha
J Madegowda
Format: Journal Article
Language: English
Place of publication: Hyderabad IUP Publications 01.06.2019
published in: The ICFAI journal of financial risk management Vol. 16; no. 2; pp. 69 - 81
Data of publication: 20190601
ISSN: 0972-916X
Discipline: Business
Subjects:
Online Access: available in Bonn?
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