Volatility Analysis of Nepalese Stock Market

@inproceedings{SuryaBahadurG2009VolatilityAO,
  title={Volatility Analysis of Nepalese Stock Market},
  author={C SuryaBahadurG.},
  year={2009}
}
  • C SuryaBahadurG.
  • Published 2009
Modeling and forecasting volatility of capital markets has been important area of inquiry and research in financial economics with the recognition of time-varying volatility, volatility clusturing, and asymmetric response of volatility to market movements. Given the anticipated growth of the Nepalese stock market and increasing interest of investors towards investment in Nepalese stock market, it is important to understand the pattern of stock market volatility. In the paper, the volatility of… CONTINUE READING

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