Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Kanishka Kunal"'
Autor:
Kafeel Ahmad, Sagar Bag, Kaushik Banerjee, Avishek Banik, Sahila Beegum, Joorie Bhattacharya, Ronita Chandra, Anamika Chavan, Ashok Choudhury, Yashodhara M. Dalal, Saurav Das, Snehal Desai, Ankita Dey, Sougata Ghosh, Sreejita Ghosh, Sujay Ghosh, Archita Gupta, Dipak Kumar Hazra, Tofazzal Islam, Riti Thapar Kapoor, Rajib Karmakar, Bhavtosh Kikani, Ajay Kumar, Maushmi S. Kumar, Rajesh Kumar, Kanishka Kunal, Dibyajit Lahiri, Rosalin Laishram, Jaya Lakkakula, Nur Uddin Mahmud, Sanjay Kumar Mehta, null Momina, Anupam Mondal, Prithusayak Mondal, Kunal Mukhopadhyay, Moupriya Nag, Rahul Nitnavare, Kumaresh Pal, Azania T. Panicker, Sanjoy Kumar Paul, Shri Prakash, Mohd Rafatullah, Rina Rani Ray, Paritosh Chandra Roy, Bishwarup Sarkar, Prahlad Sarkar, Manish Singh, Sneha Singh, Hossain Sohrawardy, Sirikanjana Thongmee, Anurag Tripathi, Nilesh S. Wagh
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::63dd33b7a206acc472984787335954b5
https://doi.org/10.1016/b978-0-323-91908-1.09992-2
https://doi.org/10.1016/b978-0-323-91908-1.09992-2
Autor:
Mehta, Anirudh, Kanishka, Kunal
This study explores the volatility models and evaluates the quality of one-step ahead forecasts of volatility constructed by (1) GARCH, (2) TGARCH, (3) Risk metrics and (4) Historical volatility. Volatility forecasts suggest that TGARCH performs rela
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::f192783730330e6aa2f10f75b4ee8681
https://mpra.ub.uni-muenchen.de/59788/1/MPRA_paper_59788.pdf
https://mpra.ub.uni-muenchen.de/59788/1/MPRA_paper_59788.pdf