Effect of futures trading on spot price volatility: evidence for NSE Nifty using GARCH
Sathya Swaroop Debasish
| Year of publication: |
2008
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|---|---|
| Authors: | Debasish, Sathya Swaroop |
| Published in: |
Afro-Asian Journal of Finance and Accounting : AAJFA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1751-6447, ZDB-ID 2416800-2. - Vol. 1.2008, 2, p. 140-150
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| Subject: | Indien | India | ARCH-Modell | ARCH model | Volatilität | Volatility | Spotmarkt | Spot market | Schätzung | Estimation |
| 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://www.econbiz.de/10003787139