Research Journal of Humanities and Social Sciences

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0975-6795 (Online)
2321-5828 (Print)


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Measurement of time varying Volatility and its relation with noise Trading: A Study on Indian Stock Market using Garch Model

Author(s): Savita, Suresh Kumar Dhameja

Email(s): 102savita@gmail.com

DOI: 10.5958/2321-5828.2019.00079.2

Address: Ms. Savita1, Dr. Suresh Kumar Dhameja2
1Research Scholar IKG-Punjab Technical University, Kapurthala.
2Dean, Academics and International Affairs, Head, Department of Entrepreneurship Development and Industrial Coordination (National Institute of Technical Teachers Training and Research), Chandigarh
*Corresponding Author

Published In:   Volume - 10,      Issue - 2,     Year - 2019


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Cite this article:
Savita, Suresh Kumar Dhameja. Measurement of time varying Volatility and its relation with noise Trading: A Study on Indian Stock Market using Garch Model. Res. J. Humanities and Social Sciences. 2019; 10(2):479-483. doi: 10.5958/2321-5828.2019.00079.2

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Research Journal of Humanities and Social Sciences (RJHSS) is an international, peer-reviewed journal, correspondence in the fields of arts, commerce and social sciences....... Read more >>>

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Research Journal of Humanities and Social Sciences (RJHSS) is an international, peer-reviewed journal, correspondence in the fields of arts, commerce and social sciences. The aim of RJHSS is to publishes Original research Articles, Short Communications, Review Articles in Linguistics, Commerce, Anthropology, Sociology, Geography, Economics, History, Environmental Studies, Business Administration, Home Science, Public Health, Political Science, Demography, Cultural Studies, Ethnography and Sociolinguistics.

The journal is published quarterly every year in last week of March, June, September and December.    
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