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...

Volledige beschrijving

Bewaard in:
Bibliografische gegevens
Hoofdauteurs: Madhavi Latha Challa, Venkataramanaiah Malepati, Siva Nageswara Rao Kolusu
Formaat: Artigo
Taal:Inglês
Gepubliceerd in: SpringerOpen 2020-11-01
Reeks:Financial Innovation
Onderwerpen:
Efficient market hypothesis
Bombay stock exchange
ARIMA
KPSS
S&P BSE Sensex
Forecasting
Online toegang:http://link.springer.com/article/10.1186/s40854-020-00201-5
Tags: Voeg label toe
Geen labels, Wees de eerste die dit record labelt!

Gelijkaardige items