Modeling the influence of world stock markets on Indian NSE index-Reference-Cited by-同舟云学术

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Modeling the influence of world stock markets on Indian NSE index

Published:2020-02-17 Issue:2 Volume:23 Page:249-261
ISSN:0972-0510
Container-title:Journal of Statistics and Management Systems
language:en
Short-container-title:Journal of Statistics and Management Systems

Author:

Kapoor Vivek¹,Dey Shubhamoy²,Khurana A. P.³

Affiliation:

1. Department of Information Technology, Institute of Engineering & Technology, Devi Ahilya Vishwavidyalaya, Indore 452020, Madhya Pradesh, India

2. Department of Information System, Indian Institute of Management, Indore 453556, Madhya Pradesh, India,

3. Department of Computer Science, Devi Ahilya Vishwavidyalaya, Indore 452020, Madhya Pradesh, India

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/09720510.2020.1734297

Reference10 articles.

1. Nonlinear mean reversion in stock prices

2. Estimation of Markov regime-switching regression models with endogenous switching

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1. Cointegration and causality relationship of Indian stock market with selected world markets;F1000Research;2024-08-13

2. Estimating the opening stock price index for Indian market under the influence of varying crude oil and Dollar values through statistical time series analysis;Journal of Information and Optimization Sciences;2024

3. Cointegration and causality relationship of Indian stock market with selected world markets;F1000Research;2023-10-24

4. Cointegration and causality relationship of Indian stock market with selected world markets;F1000Research;2023-08-10

5. Mathematical data analytic model for investment patterns assessment in stocks of selected sectors;Journal of Information and Optimization Sciences;2023

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