Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Articles Article Faculty Publications -Articles Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Forecasting stock market volatility in India - Using linear and non - Linear models Subject The topic of the resource BSE Sensex; Emerging markets; Forecasting; GARCH model; Volatility Description An account of the resource Volatility models and their forecasting performance attracted the interest of many economic agents, especially for financial risk management. The role of economic agents is to decide which one will be best model for forecasting volatility. This paper examines the modeling and forecasting performance of BSE Sensex daily stock market returns over the period from 1 July 1997 to 31 October 2008, by using simple Random Walk, GARCH, EGARCH and TGARCH models. The out-of-sample forecasts are evaluated by using MAE, RMSE, MAPE and Theil - U Statistics. The result suggests the standardized residual of white noise series strongly rejects the null hypothesis for GARCH model and capture the serial dependence and inherent nonlinearity series. Moreover, Random walk model dominates the forecasting performance and it is considered as the best model followed by the TGARCH model. International Economic Society. Creator An entity primarily responsible for making the resource Srinivasan K.; Deo M. Source A related resource from which the described resource is derived International Journal of Economic Perspectives, Vol-4, No. 4, pp. 617-622. Date A point or period of time associated with an event in the lifecycle of the resource 2010-01-01 Identifier An unambiguous reference to the resource within a given context <a href="" target="_blank" rel="noreferrer noopener"></a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-79959400849&amp;partnerID=40&amp;md5=0500421aa7e9bc6a56feaca6d0375861" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-79959400849&amp;partnerID=40&amp;md5=0500421aa7e9bc6a56feaca6d0375861</a> Rights Information about rights held in and over the resource Restricted Access Relation A related resource ISSN: 13071637 Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Article Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Srinivasan K., Department of Management Studies, Christ University, Bangalore, Karnataka - 560 029, India; Deo M., Department of Commerce (SOM), Pondicherry Central University, Kalapet, Puducherry, 605 014, India