Asymmetric Effects and Volatility Clustering in NSE NIFTY 50: A Comparative Analysis of GARCH Models
Ravi Ranjan Mishra & Shirish Mishra · Asian Journal of Economics, Business and Accounting · 2024
This study aims to analyze the volatility patterns, Clustering, and asymmetric effects in the NSE NIFTY 50 index. It involves using daily returns data from the NSE NIFTY 50 from 01 Jan 2010 to 31 Dec 2023. Daily closing prices are obtained from the official NSE website, and retur...
Open access
Research Article
10.9734/ajeba/2024/v24i111547