FORECASTING OF STOCK PRICE VOLATILITY: AN EVALUATION

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DC Field	Value	Language
dc.contributor.author	G B, Sabari Rajan	-
dc.date.accessioned	2020-09-30T05:57:36Z	-
dc.date.available	2020-09-30T05:57:36Z	-
dc.date.issued	2019-09	-
dc.identifier.issn	2278-4853	-
dc.identifier.uri	http://localhost:8080/xmlui/handle/123456789/1888	-
dc.description.abstract	This study is been conducted to forecast the market volatility using different econometric (ARCH) models and found the suitable model to measure the same. For the purpose of this study a sample of 24 automobile companies has been selected for research based on their market capitalization, which is classified under three categories - High, Medium and Low. The EGARCH model provides the most accurate forecast compared to other competing models in the study. The study also made few observations which may help the investors to understand better about the stock market.	en_US
dc.language.iso	en	en_US
dc.publisher	Asian Journal of Multidimensional Research	en_US
dc.subject	Clumping	en_US
dc.subject	Observations	en_US
dc.subject	Econometric	en_US
dc.subject	Volatility	en_US
dc.title	FORECASTING OF STOCK PRICE VOLATILITY: AN EVALUATION	en_US
dc.type	Article	en_US
Appears in Collections:	National Journals

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