Impact of individual stock derivatives introduction in India on its underlying spot market volatility
Suparna Nandy (Pal), Arup Kr. Chattopadhyay
| Year of publication: |
June 2016
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|---|---|
| Authors: | Nandy, Suparna ; Chattopadhyay, Arup Kumar |
| Published in: |
Asia-Pacific journal of management research and innovation : APJMRI. - Los Angeles [u.a.] : Sage, ISSN 2319-510X, ZDB-ID 2838029-0. - Vol. 12.2016, 2, p. 109-133
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| Subject: | Volatility | derivative | market capitalisation | heteroscedasticity | persistence | volatility clustering | GARCH (p, q) | Volatilität | Derivat | Derivative | ARCH-Modell | ARCH model | Indien | India | Börsenkurs | Share price | Theorie | Theory | Heteroskedastizität | Heteroscedasticity | Spotmarkt | Spot market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/2319510X16680659 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011720262