1. Shodhganga@INFLIBNET
  2. Andhra University
  3. Department of Commerce & Management Studies
Please use this identifier to cite or link to this item: http://hdl.handle.net/10603/454966
Full metadata record
DC FieldValueLanguage
dc.coverage.spatial
dc.date.accessioned2023-01-30T11:21:59Z-
dc.date.available2023-01-30T11:21:59Z-
dc.identifier.urihttp://hdl.handle.net/10603/454966-
dc.description.abstractnewline Volatility estimation is critical in developing risk management systems, ensuring newlineproper market regulation by market regulators, designing and managing an newlineoptimal portfolio, and assisting investors in making informed investment newlinedecisions. In this study, the Realized Variance was used as an external regressor newlinein the already popular GARCH family (GARCH(1,1), EGARCH(1,1) and newlineTGARCH(1,1)) models to determine if any improvements could be made. The newlineIndiaVIX index is used as a proxy for Implied Volatility in order to compare the newlineforecasting efficiency of Implied Volatility and GARCH models newline
dc.format.extent231pg
dc.languageEnglish
dc.relation
dc.rightsuniversity
dc.titlevolatility modelling using garch models and predictive power of implied volatility a study of nifty50 index using high frequency data
dc.title.alternative
dc.creator.researcherPasupulati Yasaswi Sriram
dc.subject.keywordArt
dc.subject.keywordArts and Humanities
dc.subject.keywordArts and Recreation
dc.description.note
dc.contributor.guideK. Rama Mohana Rao
dc.publisher.placeVishakhapatnam
dc.publisher.universityAndhra University
dc.publisher.institutionDepartment of Commerce and Management Studies
dc.date.registered
dc.date.completed2021
dc.date.awarded2022
dc.format.dimensions
dc.format.accompanyingmaterialDVD
dc.source.universityUniversity
dc.type.degreePh.D.
Appears in Departments:Department of Commerce & Management Studies

Files in This Item:
File Description SizeFormat 
01_title.pdfAttached File313.42 kBAdobe PDFView/Open
02_prelim pages.pdf855.74 kBAdobe PDFView/Open
03_content.pdf153.79 kBAdobe PDFView/Open
04_abstract.pdf116.74 kBAdobe PDFView/Open
05_chapter 1.pdf342.71 kBAdobe PDFView/Open
06_chapter 2.pdf385.39 kBAdobe PDFView/Open
07_chapter 3.pdf774.24 kBAdobe PDFView/Open
08_chapter 4.pdf403 kBAdobe PDFView/Open
09_chapter 5.pdf2.28 MBAdobe PDFView/Open
10_chapter 6.pdf1.6 MBAdobe PDFView/Open
11_annexures.pdf156.28 kBAdobe PDFView/Open
80_recommendation.pdf644 kBAdobe PDFView/Open
Show simple item record


Items in Shodhganga are licensed under Creative Commons Licence Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0).

Altmetric Badge: