Application of GARCH Models for Modeling Stock Market Volatility: An Empirical Study.
- Published in:
- IUP Journal of Financial Risk Management, 2019, v. 16, n. 2, p. 69
- By:
- Publication type:
- Article
Works matching IS 0972916X AND DT 2019 AND VI 16 AND IP 2
Results: 4
1
2
Cointegration of Developed Economies and Indian Stock Market After Economic Reforms.
- Published in:
- IUP Journal of Financial Risk Management, 2019, v. 16, n. 2, p. 56
- By:
- Publication type:
- Article
3
The Impact of Macroeconomic Announcements on Equity Markets: Empirical Evidence from India.
- Published in:
- IUP Journal of Financial Risk Management, 2019, v. 16, n. 2, p. 31
- By:
- Publication type:
- Article
4
The Impact of Market Conditions on the Aftermarket Survival of Initial Public Offerings in India: An Accelerated Failure Time Approach.
- Published in:
- IUP Journal of Financial Risk Management, 2019, v. 16, n. 2, p. 7
- By:
- Publication type:
- Article