Modeling and Forecasting Volatility in Indian Capital Markets

bomb

Par 100 posts (V.I.P)
In this paper, we compare empirical performance of various unconditional volatility estimators and conditional volatility models (GARCH and EGARCH) using time-series data of S&PCNX Nifty, a value-weighted index of 50 stocks traded on the National Stock Exchange (NSE).
 

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bhautik.kawa

New member
In this paper, we compare empirical performance of various unconditional volatility estimators and conditional volatility models (GARCH and EGARCH) using time-series data of S&PCNX Nifty, a value-weighted index of 50 stocks traded on the National Stock Exchange (NSE).

Hello mate,

I read your attachment and really liked it. I am also uploading a document where you will get more information - White Paper on Modeling Asymmetric Volatility in the Indian Stock Market
 

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  • White Paper on Modeling Asymmetric Volatility in the Indian Stock Market.pdf
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