Journal of Investment, Banking and Finance(JIBF)

Independent Researcher Kolkata, India

Publications

• Research Article   
  Leveraging Econometric and Deep Learning Methods for Comprehensive Analysis of Global Equity Market Returns and Volatility
  Author(s): Prokarsha Kumar Ghosh*
  
  In this paper, a comprehensive analytical study was carried out between the MSCI Global Index and the iShares MSCI ACWI ETF to assess similarities, differences, and predictive behaviour in global market performance. Historical financial data for both indices were gathered, pre-processed, and examined using a combination of statistical techniques, visual analysis, and predictive modelling methods. Descriptive statistical summary measures were analysed to identify key performance indicators such as average returns, volatility, correlation, and risk-adjusted metrics, while inferential statistical tests were employed to evaluate the significance of performance variations over time. Various visualisation models were developed to illustrate the major factors driving fluctuations in both indices, allowing key contributors within the dataset to be identified. Regression analyses, including le.. Read More»
  

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