Estimation of Stock Return and Volatility: A study with special reference to the Nifty PSE (Public Sector Enterprises) Index stocks of NSE

Suresh A S, Dr. Srinivas Bandi

Abstract


The research paper is organized to estimate the volatility ad return of the Nifty PSE index stocks listed on NSE. The data is collected for a period of 9 years i.e., from 1st January 2011 to 31st December 2019. The paper analyses the performance of the Nifty PSE index stocks and for this, the daily price behaviour of the stocks was considered and to understand the volatility, GARCH family model was applied. The study is purely based on secondary data collected from NSE. An attempt.has been made in this paper to understand the performance delivered by the Nifty PSE index stocks and the volatility associated with that performance during the study period.

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ISSN : 2251-1571