Volume : VI, Issue : IV, April - 2017

Volatility spillover, risk and prospects for return in NIFTY Realty sector index

Jatin Trivedi, Amol Gawande

Abstract :

 The recent decade is evident to real estate sector growth in India. Developing economies like India created opportunity for several national and multination companies to develop real estate sector. Presently NIFTY Realty sector consist 10 main stocks. This paper empirically investigates the risk and return prospects in NIFTY REALTY sector index. Data ranges from 20th July 2010 to 31st December 2016 and employs generalized autoregressive conditional heteroskedesticity models. The research methodology includes symmetric and asymmetric GARCH modeling. We attempted to model the volatility for NIFTY REALTY sector index and found that 

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Article: Download PDF   DOI : 10.36106/ijsr  

Cite This Article:

Jatin Trivedi, Amol Gawande, Volatility spillover, risk and prospects for return in NIFTY Realty sector index, INTERNATIONAL JOURNAL OF SCIENTIFIC RESEARCH : VOLUME-6 | ISSUE-4 | APRIL‾2017


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