Matches in SemOpenAlex for { <https://semopenalex.org/work/W3120633275> ?p ?o ?g. }
Showing items 1 to 75 of
75
with 100 items per page.
- W3120633275 endingPage "2341" @default.
- W3120633275 startingPage "2332" @default.
- W3120633275 abstract "“Factual Analysis of Risk, Return based on Volatility of Bank Nifty Index and Scrips in BankNifty with the context of National Stock Exchange, India”. This study attempts to model volatility and theimpacts of positive and negative shocks over the Bank Nifty Index and the scrips included in the sectoralindex of bank nifty in NSE of India. The study is performed for the period of January, 2010 to April, 2020.Symmetric and Asymmetric models of Generalized Autoregressive Conditional Heteroscedastic (GARCH)are used for volatility modelling. The existence of a positive and insignificant risk premium as per GARCHM(1,1) model is identified. The asymmetric effect (leverage) identified using the parameter of EGARCH(1,1) and TGARCH (1,1) models show that negative shocks have significant effect on conditional variance(volatility) than the positive shocks." @default.
- W3120633275 created "2021-01-18" @default.
- W3120633275 creator A5014248498 @default.
- W3120633275 creator A5035034970 @default.
- W3120633275 creator A5068839806 @default.
- W3120633275 date "2020-06-30" @default.
- W3120633275 modified "2023-09-27" @default.
- W3120633275 title "Factual Analysis of Risk, Return based on Volatility of Bank Nifty Index and Scrips in Bank Nifty with the context of National Stock Exchange, India" @default.
- W3120633275 hasPublicationYear "2020" @default.
- W3120633275 type Work @default.
- W3120633275 sameAs 3120633275 @default.
- W3120633275 citedByCount "0" @default.
- W3120633275 crossrefType "journal-article" @default.
- W3120633275 hasAuthorship W3120633275A5014248498 @default.
- W3120633275 hasAuthorship W3120633275A5035034970 @default.
- W3120633275 hasAuthorship W3120633275A5068839806 @default.
- W3120633275 hasConcept C101104100 @default.
- W3120633275 hasConcept C10138342 @default.
- W3120633275 hasConcept C105795698 @default.
- W3120633275 hasConcept C106159729 @default.
- W3120633275 hasConcept C149782125 @default.
- W3120633275 hasConcept C153083717 @default.
- W3120633275 hasConcept C159877910 @default.
- W3120633275 hasConcept C162324750 @default.
- W3120633275 hasConcept C200870193 @default.
- W3120633275 hasConcept C21430997 @default.
- W3120633275 hasConcept C23922673 @default.
- W3120633275 hasConcept C2985497776 @default.
- W3120633275 hasConcept C33923547 @default.
- W3120633275 hasConcept C91602232 @default.
- W3120633275 hasConceptScore W3120633275C101104100 @default.
- W3120633275 hasConceptScore W3120633275C10138342 @default.
- W3120633275 hasConceptScore W3120633275C105795698 @default.
- W3120633275 hasConceptScore W3120633275C106159729 @default.
- W3120633275 hasConceptScore W3120633275C149782125 @default.
- W3120633275 hasConceptScore W3120633275C153083717 @default.
- W3120633275 hasConceptScore W3120633275C159877910 @default.
- W3120633275 hasConceptScore W3120633275C162324750 @default.
- W3120633275 hasConceptScore W3120633275C200870193 @default.
- W3120633275 hasConceptScore W3120633275C21430997 @default.
- W3120633275 hasConceptScore W3120633275C23922673 @default.
- W3120633275 hasConceptScore W3120633275C2985497776 @default.
- W3120633275 hasConceptScore W3120633275C33923547 @default.
- W3120633275 hasConceptScore W3120633275C91602232 @default.
- W3120633275 hasIssue "5" @default.
- W3120633275 hasLocation W31206332751 @default.
- W3120633275 hasOpenAccess W3120633275 @default.
- W3120633275 hasPrimaryLocation W31206332751 @default.
- W3120633275 hasRelatedWork W1500172941 @default.
- W3120633275 hasRelatedWork W1511026894 @default.
- W3120633275 hasRelatedWork W1570095368 @default.
- W3120633275 hasRelatedWork W2065461442 @default.
- W3120633275 hasRelatedWork W2129307897 @default.
- W3120633275 hasRelatedWork W2191949065 @default.
- W3120633275 hasRelatedWork W2229153199 @default.
- W3120633275 hasRelatedWork W2502974018 @default.
- W3120633275 hasRelatedWork W2516613364 @default.
- W3120633275 hasRelatedWork W2745794220 @default.
- W3120633275 hasRelatedWork W3094929134 @default.
- W3120633275 hasRelatedWork W3097083639 @default.
- W3120633275 hasRelatedWork W3115019058 @default.
- W3120633275 hasRelatedWork W3122433467 @default.
- W3120633275 hasRelatedWork W3125459488 @default.
- W3120633275 hasRelatedWork W3157465511 @default.
- W3120633275 hasRelatedWork W3167960787 @default.
- W3120633275 hasRelatedWork W3201864105 @default.
- W3120633275 hasRelatedWork W3121450899 @default.
- W3120633275 hasRelatedWork W3124964933 @default.
- W3120633275 hasVolume "63" @default.
- W3120633275 isParatext "false" @default.
- W3120633275 isRetracted "false" @default.
- W3120633275 magId "3120633275" @default.
- W3120633275 workType "article" @default.