Econometric and stochastic analysis of stock price before and during COVID-19 in India

Author:

Madheswaran Madhavan,Lingaraja Kasilingam,Duraisamy PandiarajaORCID

Publisher

Springer Science and Business Media LLC

Subject

Management, Monitoring, Policy and Law,Economics and Econometrics,Geography, Planning and Development

Reference32 articles.

1. Adeosun, M., Edeki, S., & Ugbebor, O. O. (2015). Stochastic analysis of stock market price models: A case study of the Nigerian stock exchange (NSE). WSEAS Transactions on Mathematics, 14, 363.

2. Arnold, L. (1974). Stochastic differential equations: Theory and Applications. New York: A Wiley - Interscience Publication, John Wiley & Sons. ISBN 0-471-03359-6.

3. Bank, P., & Kramkov, D. (2013). On a stochastic differential equation arising in a price impact model. Stochastic Processes and their Applications, 123(3), 1160–1175.

4. Baxter, M., Rennie, A., & Rennie, A. J. (1996). Financial calculus: An introduction to derivative pricing. Cambridge University Press.

5. Beichelt, F. (2006). Stochastic processes in science, engineering and finance. Chapman and Hall/CRC.

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