Modelling time-varying volatility using GARCH models
收藏Figshare2022-08-27 更新2026-04-08 收录
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https://figshare.com/articles/dataset/Modelling_time-varying_volatility_using_GARCH_models/20681203/2
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资源简介：
In our study, we used data from the NSE-NIFTY 50 (National Stock Exchange) indices. We collected data from two websites for the long run; covering most of the recession from January 1, 2008, to December 2, 2021. The different websites used to collect the data of Indices are www.nse.com and www.yahoofinance.com.
提供机构：
Suri, Dr. Pradeep; Bisht, Dr. Deepa; Ali, Farman; Kaur, Dr.Tarunpreet
创建时间：
2022-08-27
