Stock Market Volatility Modeling and Forecasting with a Special Reference to BSE Sensex

Abstract This study is intended to investigate the volatility patterns in Bombay Stock Exchange Limited Sensitivity Index (BSE Sensex) based on time series data collected for 10 years period of time. To reach out the predefined objectives of the study, the authors have employed generalized autoregre...

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Bibliographische Detailangaben

Hauptverfasser:	Malepati, Venkataramanaiah, Challa, Madhavi Latha, Kolusu, Siva Nageswara Rao
Format:	Buchkapitel
Sprache:	eng
Schlagworte:	Accounting & finance Regression analysis Securities markets Stock exchanges Volatility
Online-Zugang:	Volltext
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