MTP review

Himanshu Rajput

(2019_MBA-10)

Suggestions by panel:

1. To put more clarity in the research gap.

2. Research technique that I was using is GARCH model but I should use Autoregression
model first and then should apply GARCH.
3. In objectives countries like China and Japan should not be left as they are major
economies.
4. Various tests are to be applied like Durbin Watson test.

Comments/Justification:

I was considering major economies of the world for checking the stock market volatility and
market return of US, China, Japan, Germany and India and was going to compare the top world
economies as they are the major share of the world’s total economy and will predict the more
accurate stock market returns. And in the case of research technique, I was using GARCH for
checking the volatility as it is a widely used method but I’ll check the data with Durbin Watson
test and also first apply the autoregression model.