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econometics

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dynamic-financial-markets

AbhijeetDasBakshi / dynamic-financial-markets

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Dynamic Financial Markets is a data-driven project analyzing stock interactions in the Indian cement sector. Using models like GARCH, Johansen Cointegration, and VAR, it explores volatility, long-term relationships, and dynamic dependencies among Shree Cement, UltraTech, and Ambuja Cement.

datascience quantitative-finance financial-analysis garch cointegration financial-markets timeseries-analysis investment-analysis python-finance var-model indian-stock-market market-dynamics stock-volatility econometics cement-sector
  • Updated Jun 5, 2025
  • Jupyter Notebook

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