Using Clustering Method to Understand Indian Stock Market Volatility

Abstract

In this paper we use “Clustering Method” to understand whether stock market volatility can be predicted at all, and if so, when it can be predicted. The exercise has been performed for the Indian stock market on daily data for two years. For our analysis we map number of clusters against number of variables. We then test for efficiency of clustering. Our… (More)
DOI: 10.5120/cae2015651793

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