Please use this identifier to cite or link to this item: http://localhost:8080/xmlui/handle/123456789/1901
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dc.contributor.authorG B, Sabari Rajan-
dc.contributor.authorK, Prabhakaran-
dc.date.accessioned2020-09-30T06:55:25Z-
dc.date.available2020-09-30T06:55:25Z-
dc.date.issued2019-05-
dc.identifier.issn2231-5780-
dc.identifier.urihttp://localhost:8080/xmlui/handle/123456789/1901-
dc.description.abstractThis 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.isoenen_US
dc.publisherZenith International Journal of Multidisciplinary Research,en_US
dc.subjectAutomobile companiesen_US
dc.subjectEconometric Modelen_US
dc.subjectEGARCHen_US
dc.subjectForecasten_US
dc.subjectMarketen_US
dc.titleVARYING VOLATILITY WITH DIFFERENT MODELS: A STUDY WITH REFERENCE TO AUTOMOBILE SECTOR IN CNX NIFTY COMPANIES IN INDIAen_US
dc.typeArticleen_US
Appears in Collections:International Journals



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