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

Joshi, Prashant

 
9783659575464: Analysing Volatility of Indian Stock Markets using EViews: Volatility modelling and Analysis
Couverture souple
ISBN 10 : 3659575461 ISBN 13 : 9783659575464
Editeur : 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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Biographie de l'auteur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2014
Langue
anglais
ISBN 10 
3659575461
ISBN 13 
9783659575464
Reliure
Broché
Nombre de pages
84
Coordonnées du fabricant
non disponible
Personne responsable
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