Modeling Indian Bank Nifty volatility using univariate GARCH models
The crumble of financial markets due to the recent crises has wobbled precariousness in the stock market and intensified the returns vulnerability of banking indices. Against this backdrop, this study intends to model the volatility of the Indian Bank Nifty returns using a battery of GARCH specifica...
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| Autors principals: | , , , , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
LLC "CPC "Business Perspectives"
2023-03-01
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| Col·lecció: | Banks and Bank Systems |
| Matèries: | |
| Accés en línia: | https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/17819/BBS_2023_01_Nikhil.pdf |
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