Central University (PO)
Andhra Pradesh
Hyderabad, CA 500 046
India
University of Hyderabad
Futures Trading, GJR GARCH and Volatility
Random walk, Serial dependence, Variance ratios, Bi-correlation, Episodic dependencies, NSE, BSE, Nifty, Sensex, Indian Stock Market
Nonlinearity, preditiability, market efficiency, random walk, episodic dependence, Indian stock market, NSE, BSE Nifty, Sensex
Long memory, fractional integration, Volatility, Variance, ARCH-GARCH, FIGARCH, Indian Stock Market, BSE, NSE, Long memory, fractional integration, Volatility, hyperbolic decay, ARCH-GARCH, FIGARCH, Indian Stock Market, BSE, NSE
Multiple Structural Breaks, Mean Reversion, Market Efficiency, Random Walk, Global Economic Crisis; External Shocks; NSE; BSE, Indian stock market
Random walk hypothesis, Market Efficiency, Indian Stock Market, BSE, NSE, Variance ratio, autocorrelation
long memory, volatility persistence, mean-reversion, semi-parametric test, hyperbolic decay, market efficiency, emerging markets, BSE, NSE, Indian stock market
weak separability, non-parametric
Random walk, auto correlation, mean reversion, BSE, NSE, non-parametric, Nifty, Sensex,