Analysing Volatility of Indian Stock Markets using EViews: Volatility modelling and Analysis - Softcover

Joshi, Prashant

 
9783659575464: Analysing Volatility of Indian Stock Markets using EViews: Volatility modelling and Analysis
Softcover
ISBN 10: 3659575461 ISBN 13: 9783659575464
Publisher: LAP LAMBERT Academic Publishing, 2014

Synopsis

Volatility is an important phenomenon in any market in general and stock markets in particular. Analysing stock market volatility has been subject matter of great concern to policy makers and practioners. The book attempts to analyse nature and pattern of volatility of Indian Stock Markets using ARCH/GARCH classes of models. The book follows a unique approach to analyse the data set using EViews software. It explains step-by-step procedure to carry out the data analysis. This makes the analysis and interpretation easy to understand and follow. Any researcher who wants to perform time series data analysis will certainly find the approach useful.

"synopsis" may belong to another edition of this title.

About the Author

Prashant Joshi is Professor & Head, Department of Management at Uka Tarsadia University.He worked with I-Shou University, Taiwan in its Department of International Finance. He earned MBA(Finance) and Ph.D.(Economics).His area of interest is Financial Econometrics and time series analysis. He has published several articles and involved in projects.

"About this title" may belong to another edition of this title.

Publisher
LAP LAMBERT Academic Publishing
Publication date
2014
Language
English
ISBN 10 
3659575461
ISBN 13 
9783659575464
Binding
Paperback
Number of pages
84