Do expirations of Bank nifty contracts on F&O segment of NSE affect spot market volatility?
VDMV Lakshmi and Medha Joshi
| Year of publication: |
April-June 2016
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| Authors: | Lakshmi, VDMV ; Joshi, Medha Shriram |
| Published in: |
GITAM journal of management : a quarterly publication of GITAM Institute of Management. - Visakhapatnam, ISSN 0972-740X, ZDB-ID 2813773-5. - Vol. 14.2016, 2, p. 1-15
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| Subject: | Spot Volatility | GARCH | Volatility Clustering | ARCH effects | Long Return Series | Volatilität | Volatility | ARCH-Modell | ARCH model | Spotmarkt | Spot market | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Indien | India |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011656178