Volatility Patterns in Various Sectoral Indices in Indian Stock Market. Global Journal of Management and Business Studies, 3(8), 879-886.Lakshmi, S. P. (2013). "Volatility Patterns in Various Sectoral Indices in Indian Stock Market", Global Journal of Management and Business Studies, 3 (8),...
There are many popular indices in Indian stock markets. You already knowNifty50andSensexand you regularly lookup for Nifty live or Sensex live data. And you might be regularly looking at differences inNifty Vs Sensex. But these aren’t the only indices as many of you already know. There ...
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Indian stock exchange is one of the oldest markets in Asia and is a yardstick to measure the health and progress of the economy of the country. Over the course of the period, the market has transitioned into the electronic market and securities are dealt in dematerialization form. There are ...
Find the main stock market indices in Asia. Daily news and comments from the Asia stock exchange. Live quotes Asia. Asia stock market indices
oil price shocks and the effect of global market meltdowns have caused abrupt or one time changes in the series mean (additive outlier model), while the reforms processes stand out to be the single most important cause for the gradual shifts in the level of stock indices (innovation outlier...
Volatility Patterns in Various Sectoral Indices in Indian Stock Market The econometric model, ARCH (Autoregressive Conditional Heteroskedasticity) was first developed by Robert Engle in 1982. But only after 1990's researches started to head towards this area in India. In this paper we have used the...
Why is India Not Following the Global Stock Market Rally? With global markets rallying, what's stopping Indian indices? Protect Yourself from Trump's Trade War The US and China hit each other with punishing tariffs last week. The collateral damage could be huge if the trade war escalates fur...
Indian Stock marketBEKK-GARCHDCCVIXVSMIPurpose: The present study examine implied volatility spillover and transmission between emerging (India) and mature stock markets (US, France, Germany and Switzerland), measured by their respective implied volatility indices i.e. IVIX, VIX, VCAC, VDAX and ...
Statistical indexes are also used to track or measure changes in the economy (for example, the Consumer Price Index) and movement in stock markets (for example, Standard & Poor's Index). Such indexes are usually keyed to a base year, month, or other period of comparison. ...