Поиск по каталогу |
(строгое соответствие)
|
- Профессиональная
- Научно-популярная
- Художественная
- Публицистика
- Детская
- Искусство
- Хобби, семья, дом
- Спорт
- Путеводители
- Блокноты, тетради, открытки
Forecasting Stock Price Volatility - An Indian Perspective. A Guide to Predict Stock Price Volatility
В наличии
Местонахождение: Алматы | Состояние экземпляра: новый |
Бумажная
версия
версия
Автор: K. Prabhakaran and S. Varadaraj
ISBN: 9783659637445
Год издания: 2014
Формат книги: 60×90/16 (145×215 мм)
Количество страниц: 196
Издательство: LAP LAMBERT Academic Publishing
Цена: 43528 тг
Положить в корзину
Позиции в рубрикаторе
Сферы деятельности:Код товара: 141838
Способы доставки в город Алматы * комплектация (срок до отгрузки) не более 2 рабочих дней |
Самовывоз из города Алматы (пункты самовывоза партнёра CDEK) |
Курьерская доставка CDEK из города Москва |
Доставка Почтой России из города Москва |
Аннотация: The book threw light on the growth and development of the stock market and observed that the development of the stock market highly depends on volatility and forecasting is an important area of research in financial market. The book measured the extent of stock price volatility in select companies of Automobile, Infrastructure, Manufacturing, Pharmaceutical and Services and identified suitable model for forecasting the volatility of the share prices in India. It evaluated the comparative ability of different statistical and econometric forecasting models in the context of Indian Stocks. Three different competing models were considered for the book and for forecasting performance of different models two forecasting error statistics viz., Root Mean Square Error (RMSE) and the Mean Absolute Error (MAE) were used and the best model was suggested for each sector. The EGARCH model provides the most accurate forecast compared to other competing models in the book. The book also made a few observations which may help the investors to understand better about the stock market.
Ключевые слова: econometric models, indian stock market, NSE, Forecasting Volatility
Похожие издания
Сферы деятельности: Предпринимательская деятельность -> Менеджмент Armin Lawi and Eka Kurnia Accurately Forecasting Stock Prices using LSTM and GRU Neural Networks. A Deep Learning approach for forecasting stock price time-series data in groups. 1905 г., 52 стр., мягкий переплет Stocks or shares are securities that confirm the participation or ownership of a person or entity in a company. Stocks are an attractive investment option because they can generate large profits compared to other businesses, however, the risk can also result in large losses in a short time. Thus, minimizing the risk of loss in stock buying and... | 22924 тг |