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Stationarity & Heteroscedasticity Models for Analyzing Stock Markets Volatility
Journal: International Journal of Applied Mathematics & Statistical Sciences (IJAMSS) (Vol.10, No. 1)Publication Date: 2021-06-05
Authors : Vinod Bhatia; Ritu Goel Jindal;
Page : 29-36
Keywords : Stock Markets; Volatility; Stationarity; Heteroscedasticity; GARCH Models;
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Find it from : Google Scholar
- Review Paper on the Runge-Kutta Methods to Study Numerical Solutions of Initial Value Problems in Ordinary Differential Equations
- Review Paper on the Runge-Kutta Methods to Study Numerical Solutions of Initial Value Problems in Ordinary Differential Equations
- SOLVING SYSTEMS OF STIFF ORDINARY DIFFERENTIAL EQUATIONS FROM MODEL OF BIOCHEMICAL REACTION NETWORKS USING IMPLICIT RUNGE -- KUTTA METHODS
- Comparative Analysis of Different Numerical Methods for the Solution of Initial Value Problems in First Order Ordinary Differential Equations
- Numerical Methods of Solving the Initial Value Problem for Ordinary Differential Equations with Evaluation of the Main Member of the Local Error
Abstract
Volatility in stock markets is a routine phenomenon. It has been an interesting and challenging area as well for the Stock Market investors since long. A lot of researches were carried out in the past taking help of various mathematical models but still it is an ongoing process. This study was undertaken to look into the various mathematical models applied to analysis the volatility in stock markets. Various equations, tests for stationarity, statistical tools and GARCH family models for heteroscedasticity were undertaken in the study.
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Last modified: 2021-06-05 18:00:42