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S&P BSE Sensex and S&P BSE IT return forecasting using ARIMA
Abstract This study forecasts the return and volatility dynamics of S&P BSE Sensex and S&P BSE IT indices of the Bombay Stock Exchange. To achieve the objectives, the study uses descriptive statistics; tests including variance ratio, Augmented Dickey-Fuller, Phillips-Perron, and Kwiatkowski...
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| Autori principali: | , , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
SpringerOpen
2020-11-01
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| Serie: | Financial Innovation |
| Soggetti: | |
| Accesso online: | http://link.springer.com/article/10.1186/s40854-020-00201-5 |
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