Derivative trading and structural breaks in volatility in India : an ICSS approach
Guntur Anjana Raju, Sanjeeta Shirodkar
| Year of publication: |
2020
|
|---|---|
| Authors: | Raju, Guntur Anjana ; Shirodkar, Sanjeeta |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 17.2020, 2, p. 334-352
|
| Subject: | stock futures | volatility | AR (1)-GARCH (1, 1) | underlying | cash market | futures market | Volatilität | Volatility | Derivat | Derivative | Indien | India | Index-Futures | Index futures | Strukturbruch | Structural break |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21511/imfi.17(2).2020.26 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012303202