Modeling and Forecasting Volatility in Indian Capital Markets

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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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