Prashant Joshi

Analysing Volatility of Indian Stock Markets Using Eviews: Volatility Modelling and Analysis Prashant Joshi

Volatility is an important phenomenon in any market in general and stock markets in particular. Analysing stock market volatility has been subject matter of great concern to policy makers and practioners. The book attempts to analyse nature and pattern of volatility of Indian Stock Markets using ARCH/GARCH classes of models. The book follows a unique approach to analyse the data set using EViews software. It explains step-by-step procedure to carry out the data analysis. This makes the analysis and interpretation easy to understand and follow. Any researcher who wants to perform time series data analysis will certainly find the approach useful.