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 Book Chapter Book Chapter Faculty Publications- Book Chapter 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 Volatility Clustering in Nifty Energy Index Using GARCH Model Subject The topic of the resource ARCH LM; GARCH; High-frequency data; Nifty Energy index; Stationarity test; Volatility Description An account of the resource Volatility has become increasingly important in derivative pricing and hedging, risk management, and portfolio optimisation. Understanding and forecasting volatility is an important and difficult field of finance research. According to empirical findings, stock market returns demonstrate time variable volatility with a clustering effect. Hence, there is a need to determine the volatility in Indian stock market. The authors use Nifty Energy data to analyse volatility since the Nifty Energy data can to be used to estimate the behaviour and performance of companies that represents petroleum, gas, and power sector. The results reflect that Indian stock market has high volatility clustering. 2023, The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd. Creator An entity primarily responsible for making the resource Balaji L.; Anita H.B.; Ashok Kumar B. Source A related resource from which the described resource is derived Lecture Notes on Data Engineering and Communications Technologies, Vol-131, pp. 667-681. Publisher An entity responsible for making the resource available Springer Science and Business Media Deutschland GmbH Date A point or period of time associated with an event in the lifecycle of the resource 2023-01-01 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.1007/978-981-19-1844-5_53" target="_blank" rel="noreferrer noopener">https://doi.org/10.1007/978-981-19-1844-5_53</a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85134743063&amp;doi=10.1007%2F978-981-19-1844-5_53&amp;partnerID=40&amp;md5=32647360f8ef5a9b240dd6c8ce2ac1ad" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85134743063&amp;doi=10.1007%2f978-981-19-1844-5_53&amp;partnerID=40&amp;md5=32647360f8ef5a9b240dd6c8ce2ac1ad</a> Rights Information about rights held in and over the resource Restricted Access Relation A related resource ISSN: 23674512 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 Book chapter Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Balaji L., Christ University, Bengaluru, 560029, India; Anita H.B., Christ University, Bengaluru, 560029, India; Ashok Kumar B., Bangalore University, Bengaluru, 560056, India