ANNALS OF THE “CONSTANTIN BRÂNCUȘI” UNIVERSITY OF TÂRGU JIU LETTER AND SOCIAL SCIENCE SERIES, 2024
IN THE STOCK MARKET, VOLATILITY IS A TERM USED TO DESCRIBE THE
DEGREE TO WHICH THE PRICES OF ASS... more IN THE STOCK MARKET, VOLATILITY IS A TERM USED TO DESCRIBE THE DEGREE TO WHICH THE PRICES OF ASSETS FLUCTUATE AND DETERMINES THE DEGREE OF RISK OR UNCERTAINTY. THE MAIN AIM OF THE PRESENT STUDY IS TO MODELING THE BEHAVIOR OF THE SWITZERLAND STOCK MARKET USING DATA FROM 4TH JANUARY, 2000 TO 9TH NOVEMBER, 2023. THROUGH THE APPLICATION OF GARCH FAMILY MODELS WHICH, INCLUDE GARCH/TARCH, EGARCH, COMPONENT ARCH (1,1), AND PARCH. THE STUDY USED A SAMPLE NUMBER OF 5994 DAILY OBSERVATIONS FOR SWISS STOCK INDEX REPRESENTING THE SWITZERLAND STOCK MARKET. WE USED SOME STATISTICAL TECHNIQUES SUCH AS PHILLIPS-PERRON AND AUGMENTED DICKEY FULLER TESTS STATISTIC. THE ARCH LAGRANGE MULTIPLIER (LM) TEST, PARCH MODEL. WE UTILIZED THE EVIEWS 12 ECONOMETRICS PACKAGE. THIS STUDY HIGHLIGHTS THE SIGNIFICANCE OF ACCURATELY AND METICULOUSLY SIMULATING STOCK MARKET BEHAVIOR IN ADDITION TO ADDING TO THE CORPUS OF KNOWLEDGE IN FINANCIAL ECONOMETRICS. THE CONCLUSIONS AND METHODS DISCUSSED IN THIS STUDY PROVIDE A STRONG BASIS FOR FURTHER RESEARCH, ENHANCING OUR CAPACITY TO PREDICT MARKET MOVEMENTS AND MAKE WISE CHOICES IN A VOLATILE FINANCIAL ENVIRONMENT.
ANNALS OF THE “CONSTANTIN BRÂNCUȘI” UNIVERSITY OF TÂRGU JIU LETTER AND SOCIAL SCIENCE SERIES, 2024
IN THE STOCK MARKET, VOLATILITY IS A TERM USED TO DESCRIBE THE
DEGREE TO WHICH THE PRICES OF ASS... more IN THE STOCK MARKET, VOLATILITY IS A TERM USED TO DESCRIBE THE DEGREE TO WHICH THE PRICES OF ASSETS FLUCTUATE AND DETERMINES THE DEGREE OF RISK OR UNCERTAINTY. THE MAIN AIM OF THE PRESENT STUDY IS TO MODELING THE BEHAVIOR OF THE SWITZERLAND STOCK MARKET USING DATA FROM 4TH JANUARY, 2000 TO 9TH NOVEMBER, 2023. THROUGH THE APPLICATION OF GARCH FAMILY MODELS WHICH, INCLUDE GARCH/TARCH, EGARCH, COMPONENT ARCH (1,1), AND PARCH. THE STUDY USED A SAMPLE NUMBER OF 5994 DAILY OBSERVATIONS FOR SWISS STOCK INDEX REPRESENTING THE SWITZERLAND STOCK MARKET. WE USED SOME STATISTICAL TECHNIQUES SUCH AS PHILLIPS-PERRON AND AUGMENTED DICKEY FULLER TESTS STATISTIC. THE ARCH LAGRANGE MULTIPLIER (LM) TEST, PARCH MODEL. WE UTILIZED THE EVIEWS 12 ECONOMETRICS PACKAGE. THIS STUDY HIGHLIGHTS THE SIGNIFICANCE OF ACCURATELY AND METICULOUSLY SIMULATING STOCK MARKET BEHAVIOR IN ADDITION TO ADDING TO THE CORPUS OF KNOWLEDGE IN FINANCIAL ECONOMETRICS. THE CONCLUSIONS AND METHODS DISCUSSED IN THIS STUDY PROVIDE A STRONG BASIS FOR FURTHER RESEARCH, ENHANCING OUR CAPACITY TO PREDICT MARKET MOVEMENTS AND MAKE WISE CHOICES IN A VOLATILE FINANCIAL ENVIRONMENT.
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Papers by Mukesh Paswan
DEGREE TO WHICH THE PRICES OF ASSETS FLUCTUATE AND DETERMINES
THE DEGREE OF RISK OR UNCERTAINTY. THE MAIN AIM OF THE PRESENT
STUDY IS TO MODELING THE BEHAVIOR OF THE SWITZERLAND STOCK
MARKET USING DATA FROM 4TH JANUARY, 2000 TO 9TH NOVEMBER, 2023.
THROUGH THE APPLICATION OF GARCH FAMILY MODELS WHICH, INCLUDE
GARCH/TARCH, EGARCH, COMPONENT ARCH (1,1), AND PARCH. THE STUDY
USED A SAMPLE NUMBER OF 5994 DAILY OBSERVATIONS FOR SWISS STOCK
INDEX REPRESENTING THE SWITZERLAND STOCK MARKET. WE USED SOME
STATISTICAL TECHNIQUES SUCH AS PHILLIPS-PERRON AND AUGMENTED
DICKEY FULLER TESTS STATISTIC. THE ARCH LAGRANGE MULTIPLIER (LM)
TEST, PARCH MODEL. WE UTILIZED THE EVIEWS 12 ECONOMETRICS
PACKAGE. THIS STUDY HIGHLIGHTS THE SIGNIFICANCE OF ACCURATELY
AND METICULOUSLY SIMULATING STOCK MARKET BEHAVIOR IN ADDITION TO ADDING TO THE CORPUS OF KNOWLEDGE IN FINANCIAL
ECONOMETRICS. THE CONCLUSIONS AND METHODS DISCUSSED IN THIS
STUDY PROVIDE A STRONG BASIS FOR FURTHER RESEARCH, ENHANCING
OUR CAPACITY TO PREDICT MARKET MOVEMENTS AND MAKE WISE CHOICES
IN A VOLATILE FINANCIAL ENVIRONMENT.
DEGREE TO WHICH THE PRICES OF ASSETS FLUCTUATE AND DETERMINES
THE DEGREE OF RISK OR UNCERTAINTY. THE MAIN AIM OF THE PRESENT
STUDY IS TO MODELING THE BEHAVIOR OF THE SWITZERLAND STOCK
MARKET USING DATA FROM 4TH JANUARY, 2000 TO 9TH NOVEMBER, 2023.
THROUGH THE APPLICATION OF GARCH FAMILY MODELS WHICH, INCLUDE
GARCH/TARCH, EGARCH, COMPONENT ARCH (1,1), AND PARCH. THE STUDY
USED A SAMPLE NUMBER OF 5994 DAILY OBSERVATIONS FOR SWISS STOCK
INDEX REPRESENTING THE SWITZERLAND STOCK MARKET. WE USED SOME
STATISTICAL TECHNIQUES SUCH AS PHILLIPS-PERRON AND AUGMENTED
DICKEY FULLER TESTS STATISTIC. THE ARCH LAGRANGE MULTIPLIER (LM)
TEST, PARCH MODEL. WE UTILIZED THE EVIEWS 12 ECONOMETRICS
PACKAGE. THIS STUDY HIGHLIGHTS THE SIGNIFICANCE OF ACCURATELY
AND METICULOUSLY SIMULATING STOCK MARKET BEHAVIOR IN ADDITION TO ADDING TO THE CORPUS OF KNOWLEDGE IN FINANCIAL
ECONOMETRICS. THE CONCLUSIONS AND METHODS DISCUSSED IN THIS
STUDY PROVIDE A STRONG BASIS FOR FURTHER RESEARCH, ENHANCING
OUR CAPACITY TO PREDICT MARKET MOVEMENTS AND MAKE WISE CHOICES
IN A VOLATILE FINANCIAL ENVIRONMENT.