Modeling and Forecasting Volatility: An Empirical Evidence from the Bombay Stock Exchange

QR Code

Modeling and Forecasting Volatility: An Empirical Evidence from the Bombay Stock Exchange

Volatility is unobservable and an indispensible contribution to the pricing models and for risk management purposes. A number of previous studies have been dedicated to scrutinize the characteristics of volatility in emerging markets. In an attempt to contribute to literature, this dissertation exam...

Full description

Bibliographic Details
Main Author:	Thakker, Jai
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2011
Online Access:	https://eprints.nottingham.ac.uk/25222/

Similar Items

Applicability of Overreaction Hypothesis in the Bombay Stock Exchange
by: Gupta, Kartick
Published: (2005)

CORPORATE DIVIDEND POLICY AND SHARE PRICE VOLATILITY:A STUDY OF THE BOMBAY STOCK EXCHANGE
by: Vijayakumar, Arvind
Published: (2012)

Evidence on the Day-of-the-Week Effect and Asymmetric Behavior in the Bombay Stock Exchange
by: Chia, Ricky Chee-Jiun, et al.
Published: (2010)

Determinants of Dividend Policy and the Effect of Dividend Policy on Stock Price Volatility: A Comparative Study of Bombay Stock Exchange and National Stock Exchange
by: Raipancholia, Priyanka
Published: (2014)

Modelling and Forecasting Volatility by GARCH models: The Empirical Evidence of China’s Stock Markets
by: Zhang, Jiahao
Published: (2019)

Modelling and Forecasting Volatility of Stock Index Return Using GARCH Models: an Empirical Evidence of Argentina
by: Xenofontos, Andreas
Published: (2014)

MODELLING AND FORECASTING VOLATILITY BY GARCH-TYPE MODELS: THE CASE OF VIETNAM STOCK EXCHANGE
by: Mai, Thi Thanh Hien
Published: (2008)

Gender diversity in Corporate Governance: A study of the largest listed companies in Bombay Stock Exchange
by: Walanju, Kishore
Published: (2012)

CAN PRICE LIMITS REDUCE STOCK PRICE VOLATILITY? EMPIRICAL EVIDENCE FROM AMMAN STOCK EXCHANGE
by: Haddad, Dima
Published: (2007)

Examining the impact of structural breaks on long memory of stock returns: evidence from Bombay stock exchange of India long memory / Anju Bala and Kapil Gupta
by: Bala, Anju, et al.
Published: (2020)

Can price limit effectively reduce stock price volatility? An empirical evidence from Vietnam Stock Exchange
by: Nguyen, Thi Thuy Linh
Published: (2013)

Volatility forecasting with the wavelet transformation algorithm GARCH model: Evidence from African stock markets
by: Ismail, Mohd Tahir, et al.
Published: (2016)

Volatility Forecasting in Bull and Bear Markets: Evidence from the US stock market
by: Sideris, Epameinondas
Published: (2016)

Trading volume and realized volatility forecasting: evidence from the China stock market
by: Liu, Min, et al.
Published: (2022)

Modeling and forecasting volatility of index return: an empirical evidence of FTSE 100 Index
by: ZHU, Lin
Published: (2013)

Volatility Forecasting in Stock Markets: Evidence from the Chinese Stock Market, the UK Stock Market, and the US Stock Market
by: Wang, Lin
Published: (2020)

Performance of GARCH models in forecasting stock market volatility.
by: Choo, Wei Chong, et al.
Published: (1999)

Forecasting Malaysian stock market volatility
by: Ng, Chee Pung, et al.
Published: (2012)

The role of high-frequency data in volatility forecasting: evidence from the China stock market
by: Liu, Min, et al.
Published: (2021)

Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model
by: CHEONG, C
Published: (2008)

Modelling and Forecasting the Volatility of Stock Price Index : ASEAN-5 Countries
by: Hoh, Chai Ping
Published: (2014)

Forecasting volatility in Chinese and Hong Kong stock markets.
by: Wu, Ming
Published: (2011)

Time horizon volatility forecasting of Malaysian property stocks
by: Gooi, Leong Mow
Published: (2019)

AN EMPIRICAL STUDY OF THE RELATIONSHIP BETWEEN STOCK MISPRICING AND INVESTMENTS: EVIDENCE FROM LONDON STOCK EXCHANGE
by: Mei, Chen
Published: (2014)

An empirical study of rational bubbles in Chinese stock market: Evidence from Shanghai Stock Exchange
by: Zhang, Yu
Published: (2007)

Supremacy of realized variance MIDAS egression in volatility forecasting of mutual funds: empirical evidence from Malaysia
by: Wan, Cheong Kin, et al.
Published: (2022)

"The perilous territory of not belonging": exile and empire in Sir James Mackintosh's letters from early nineteenth-century Bombay
by: Gust, Onni
Published: (2018)

Forecasting Stock Market Volatility Using Wavelet Transformation Algorithm Of Garch Model
by: Audu, Buba
Published: (2017)

Volatility Forecasting during Stock Disaster in China A-share Stock Market
by: BAO, JINGYI
Published: (2018)

An Empirical Test of CAPM: Evidence from Shanghai Stock Exchange 2001-2005
by: Wu, Xinxin
Published: (2006)

Impact of exchange rate volatility on trade: empirical evidence for the East Asian economies
by: Chee, Wooi Hooy, et al.
Published: (2015)

Determinants of stock volatility: evidence from Malaysia
by: Chan, Caleb Jia-Le, et al.
Published: (2015)

Forecast Exchange Rate with Box Jenkins Model: An Empirical Study
by: Zheng, Jingwen
Published: (2012)

An Empirical Study of the Small Firm Effect on China Stock Market: Evidence from Shanghai Stock Exchange
by: GE, Chaorui
Published: (2011)

An examination of the Relationship Between Stock Return and Financial Ratios : Empirical Evidence From Tehran Stock Exchange
by: Kalhorpour, Elham
Published: (2010)

Forecasting stock market volatility on Bursa Malaysia Plantation Index
by: Lee, Hui Shan, et al.
Published: (2016)

FORCASTING VOLATILITY ON CHINA EQUITY MARKET: Evidence from Shanghai and Shenzhen stock exchange at index level
by: Jin, Shan
Published: (2011)

Stock Market Volatility Dynamics around National Elections : Empirical Evidence from Asian Countries
by: Hong, Kon Wah
Published: (2015)

Forecasting the Impact of the Soon to be Traded Stock Index Futures on the Chinese Stock Market: Empirical Evidence from Japan and Taiwan
by: Wang, Xuewen
Published: (2007)

The effects of major events on the volatility of currency exchange rate: an empirical evidence of the European market
by: Fu, Jiayi
Published: (2019)