Modeling asymmetric volatility of financial assets using univariate GARCH models: An Indian perspective
In recent years, numerous models with various amounts of variance have been developed to estimate and forecast important characteristics of time series data. While there are many studies on asymmetric volatility and accuracy testing of univariate Generalized Autoregressive Conditional Heteroscedasti...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
LLC "CPC "Business Perspectives"
2022-12-01
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| Series: | Investment Management & Financial Innovations |
| Subjects: | |
| Online Access: | https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/17424/IMFI_2022_04_Chalissery.pdf |