Modeling Conditional Volatility of the Indian Stock Markets

By M. Karmakar. 2005

113 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/4466acfc9ae742b38f767cdb951b9f7166fa121c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Priti Bakhshi
2. Hemendra Gupta
3. R. Chaudhary

In Finance

1. Priti Bakhshi
2. Hemendra Gupta
3. R. Chaudhary

Citations in the corpus

• Volatility in International Stock Markets: An Empirical Study during COVID-19 (2020, methodology): “Karmakar (2005) has recommended the use of GARCH (1,1) to record conditional volatility in stock returns.”