Stock Price Volatility Estimation Using Regime Switching Technique-Empirical Study on the Indian Stock Market
Volatility is the degree of variation in the stock price over time. The stock price is volatile due to many factors, such as demand, supply, economic policy, and company earnings. Investing in a volatile market is riskier for stock traders. Most of the existing work considered Generalized Auto-regre...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-07-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/9/14/1595 |