Efficiency and volatility spillover in Guar Seed futures market in India : an empirical study
Meenakshi Malhotra, Dinesh Kumar Sharma
| Year of publication: |
September 2016
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|---|---|
| Authors: | Malhotra, Meenakshi ; Dinesh Kumar Sharma |
| Published in: |
Finance India : the quarterly journal of Indian Institute of Finance. - Greater Noida, UP : [Verlag nicht ermittelbar], ISSN 0970-3772, ZDB-ID 1130817-5. - Vol. 30.2016, 3, p. 847-870
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| Subject: | Volatilität | Volatility | Indien | India | Effizienzmarkthypothese | Efficient market hypothesis | Rohstoffderivat | Commodity derivative | Spillover-Effekt | Spillover effect | Schätzung | Estimation | VAR-Modell | VAR model | Kointegration | Cointegration | ARCH-Modell | ARCH model |
| 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/10011647364