EVALUATING THE PERFORMANCE OF GARCH FAMILY MODELS IN ESTIMATING INVESTMENT RISK AND VOLATILITY: A COMPARATIVE ANALYSIS OF SENSEX AND NIFTY INDEX IN INDIA
In order to evaluate and estimate significant aspects of time series data, various models with varying degrees of variation have been built in the last few years. The overarching goal of study is to examine the variance dynamics of several Indian stock market indexes using Normal and Students-t...
| Main Authors: | , , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Academica Brâncuşi
2024-06-01
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| Series: | Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie |
| Subjects: | |
| Online Access: | https://www.utgjiu.ro/revista/ec/pdf/2024-03/23_Kumar.pdf |