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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Bibliografiska uppgifter
Huvudupphovsmän: Madhavi Latha Challa, Venkataramanaiah Malepati, Siva Nageswara Rao Kolusu
Materialtyp: Artigo
Språk:Inglês
Publicerad: SpringerOpen 2020-11-01
Serie:Financial Innovation
Ämnen:
Efficient market hypothesis
Bombay stock exchange
ARIMA
KPSS
S&P BSE Sensex
Forecasting
Länkar:http://link.springer.com/article/10.1186/s40854-020-00201-5
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