Model Based Empirical Investigations on Characterization of Time Series from Indian Stock Markets
Author:   P Bagavathi Sivakumar
Publisher:   P. Bagavathi Sivakumar
ISBN:  

9780580379598


Pages:   278
Publication Date:   22 January 2023
Format:   Paperback
Availability:   In Print   Availability explained
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Model Based Empirical Investigations on Characterization of Time Series from Indian Stock Markets


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Overview

An extensive empirical study has been conducted on Indian stock markets data towards model based investigations on characterization of time series in this work. The financial time series dataused in this research study were from the two leading Indian stock exchanges of India namely National Stock Exchange of India limited (NSE) and Bombay Stock Exchange limited (BSE). Totally 230 time series data were studied and analyzed for modeling and forecasting. These 230 time series comprised of 32 index price series listed in NSE, 16 index price series from BSE and 50 price series of companies listed in NSE. Frequency wise the data included 98 daily price series and 66 price series of monthly and weekly each. The data were obtained up to the period of December 2012 from the respective available starting date.

Full Product Details

Author:   P Bagavathi Sivakumar
Publisher:   P. Bagavathi Sivakumar
Imprint:   P. Bagavathi Sivakumar
Dimensions:   Width: 15.20cm , Height: 1.50cm , Length: 22.90cm
Weight:   0.376kg
ISBN:  

9780580379598


ISBN 10:   0580379590
Pages:   278
Publication Date:   22 January 2023
Audience:   General/trade ,  General
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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