Sequential information arrival hypothesis : more evidence from the indian derivatives market
Sangram K. Jena
| Year of publication: |
June 2016
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|---|---|
| Authors: | Jena, Sangram Keshari |
| Published in: |
Vision : the journal of business perspective. - Gurgaon, ISSN 0972-2629, ZDB-ID 2436323-6. - Vol. 20.2016, 2, p. 101-110
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| Subject: | Nifty index futures | Granger causality | GARCH (1, 1) | Linear and Non-linear causality | Volatility and sequential arrival of Information hypothesis | Kausalanalyse | Causality analysis | Indien | India | Volatilität | Volatility | Index-Futures | Index futures | ARCH-Modell | ARCH model | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0972262916637259 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011582162