Forecasting Performance of Various Volatility Models on Intra-Day Equity Price in the Indian Stock Market

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DC Field	Value	Language
dc.contributor.author	Asad Ahmad	-
dc.contributor.author	U. S. Rana	-
dc.date.accessioned	2024-02-27T06:35:48Z	-
dc.date.available	2024-02-27T06:35:48Z	-
dc.date.issued	2012	-
dc.identifier.uri	http://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/8311	-
dc.description.abstract	In this paper, an attempt has been made to determine the forecasting performance of symmetric and asymmetric volatility forecasting models in terms of error estimators using the intra-day of highly liquid stocks in the Indian stock market. Superiority of forecasting performance of asymmetric GARCH model over symmetric model has been established.	-
dc.publisher	Indian Journal of Finance	-
dc.title	Forecasting Performance of Various Volatility Models on Intra-Day Equity Price in the Indian Stock Market	-
dc.vol	Vol 6	-
dc.issued	No 6	-
Appears in Collections:	Articles to be qced

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