VARYING VOLATILITY WITH DIFFERENT MODELS: A STUDY WITH REFERENCE TO AUTOMOBILE SECTOR IN CNX NIFTY COMPANIES IN INDIA

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DC Field	Value	Language
dc.contributor.author	G B, Sabari Rajan	-
dc.contributor.author	K, Prabhakaran	-
dc.date.accessioned	2020-09-30T06:55:25Z	-
dc.date.available	2020-09-30T06:55:25Z	-
dc.date.issued	2019-05	-
dc.identifier.issn	2231-5780	-
dc.identifier.uri	http://localhost:8080/xmlui/handle/123456789/1901	-
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 48 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	Zenith International Journal of Multidisciplinary Research,	en_US
dc.subject	Automobile companies	en_US
dc.subject	Econometric Model	en_US
dc.subject	EGARCH	en_US
dc.subject	Forecast	en_US
dc.subject	Market	en_US
dc.title	VARYING VOLATILITY WITH DIFFERENT MODELS: A STUDY WITH REFERENCE TO AUTOMOBILE SECTOR IN CNX NIFTY COMPANIES IN INDIA	en_US
dc.type	Article	en_US
Appears in Collections:	International Journals

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