Volatility Modeling and Forecasting in High-Frequency Financial Time Series for Equity and Cryptocurrency Markets

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dc.contributor.authorRaj, Prakash
dc.date.accessioned2026-07-31T10:55:46Z
dc.date.issued2026
dc.descriptionSelvaraju, N
dc.description.abstractUNDER EMBARGO
dc.identifier.otherROLL NO.196123109
dc.identifier.urihttps://gyan.iitg.ac.in/handle/123456789/3505
dc.language.isoen
dc.relation.ispartofseriesTH-3985
dc.rightshttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.subjectVolatility Modeling
dc.subjectVolatility Forecasting
dc.subjectFinancial Econometrics
dc.subjectGARCH Models
dc.subjectRealized GARCH (RGARCH)
dc.subjectRealized EGARCH (REGARCH)
dc.subjectHigh-Frequency Data
dc.subjectRealized Measures of Volatility
dc.subjectJump Processes
dc.subjectJump-Robust Measures
dc.subjectDecomposition Techniques
dc.subjectEMD
dc.subjectVMD
dc.subjectBEMD
dc.subjectCryptocurrency Markets
dc.subjectBitcoin
dc.subjectEquity Markets
dc.subjectValue-at-Risk (VaR)
dc.titleVolatility Modeling and Forecasting in High-Frequency Financial Time Series for Equity and Cryptocurrency Markets
dc.typeThesis

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