Neural Networks and Rules-based Systems used to Find Rational and Scientific Correlations between being Here and Now with Afterlife Conditions
Neural Networks and Rules-based Systems used to Find Rational and
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C: FINANCE4Y3JO
This paper applies the Markov switching hetero scedasticity model to stock return for India. The Markov switching model in our study takes into account the chance of regime shift, a possibility outside the purview of the GARCH model. Our finding tells us that the high variance of the transitory component tends to be short lived. Although parameters estimating the impact of time-varying expected returns and the delivery system are in some cases qualitatively different between the regimes, the differences do not produce significant changes in our model of stock returns.
Amaresh Das. 2017. \u201cThe Stock Market Volatility and Regime Changes: A Test in Econometrics\u201d. Global Journal of Management and Business Research - C: Finance GJMBR-C Volume 17 (GJMBR Volume 17 Issue C3): .
Crossref Journal DOI 10.17406/GJMBR
Print ISSN 0975-5853
e-ISSN 2249-4588
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Total Score: 131
Country: United States
Subject: Global Journal of Management and Business Research - C: Finance
Authors: Amaresh Das (PhD/Dr. count: 0)
View Count (all-time): 137
Total Views (Real + Logic): 3309
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Publish Date: 2017 07, Sat
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Neural Networks and Rules-based Systems used to Find Rational and
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This paper applies the Markov switching hetero scedasticity model to stock return for India. The Markov switching model in our study takes into account the chance of regime shift, a possibility outside the purview of the GARCH model. Our finding tells us that the high variance of the transitory component tends to be short lived. Although parameters estimating the impact of time-varying expected returns and the delivery system are in some cases qualitatively different between the regimes, the differences do not produce significant changes in our model of stock returns.
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