Effect of futures trading on spot-price volatility : evidence for NSE Nifty using GARCH
Sathya Swaroop Debasish
| Year of publication: |
2009
|
|---|---|
| Authors: | Debasish, Sathya Swaroop |
| Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 10.2009, 1, p. 67-77
|
| Subject: | Indien | India | ARCH-Modell | ARCH model | Volatilität | Volatility | Futures |
| 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/10009523764