Volatility is an important phenomenon in any market in general and stock markets in particular. Analysing stock market volatility has been subject matter of great concern to policy makers and practioners. The book attempts to analyse nature and pattern of volatility of Indian Stock Markets using ARCH/GARCH classes of models. The book follows a unique approach to analyse the data set using EViews software. It explains step-by-step procedure to carry out the data analysis. This makes the analysis and interpretation easy to understand and follow. Any researcher who wants to perform time series...

The objective of the book is to help the students, academicians and researchers to carry out basic statistical analysis using R package. The book covers essential features of R. The book is based around practical applications with real data set. The idea is to introduce basic concepts and techniques that should allow the reader to get started with practical statistics. A useful feature of the presentation is the inclusion of data set that can be easily downloadable directly into R from the web sources like yahoo and google.It has used R packages which are simple to use and contains easy...

One of the most important features of financial assets is the asset price volatility. Understanding volatility and its modelling has been subject matter of great concern for academicians, policy makers and practitioners. The objective of the book is to analyze and capture volatility using ARCH/GARCH classes of models and suggest the best model which explains volatility and its characteristics in a better way. The unique feature of the book is that it uses open source software R to analyse the data set. It implements various functions in R to carry out analysis. The data codes are given in the...