ISSN
2321-5763 (Online) 0976-495X (Print)
Author(s): Mulukalapally Susruth
Email(s): susruthmulukalapally@gmail.com
DOI: 10.5958/2321-5763.2017.00030.0
Address: Mulukalapally Susruth Assistant Professor, Department of Business Management, Bharathi Institute of Business Management, Warangal, Telangana, India *Corresponding Author
Published In: Volume - 8, Issue - 2, Year - 2017
Cite this article: Mulukalapally Susruth. Application of GARCH Models to Forecast Financial Volatility of Daily Returns: An Empirical study on the Indian Stock Market. Asian J. Management; 2017; 8(2):192-200. doi: 10.5958/2321-5763.2017.00030.0
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Asian Journal of Management (AJM) is an international, peer-reviewed journal, devoted to managerial sciences. The aim of AJM is to publish the relevant to applied management theory and practice...... Read more >>>
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