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Design of Volatility Model in Nifty 50 Index Using Thin Plate Spline Regression

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Published in 2017 at "Indonesian Journal of Electrical Engineering and Computer Science"

DOI: 10.11591/ijeecs.v7.i2.pp426-433

Abstract: The analysis of volatility in stock markets has important consequences for investors and traders. The presence of volatility increases market risks and therefore discourages investment in the stock market. The proper study and understanding of… read more here.

Keywords: using thin; regression; volatility; nifty index ... See more keywords