Impact of introducing different financial derivative instruments in India on its stock market volatility
Suparna Nandy (Pal), Arup Kr. Chattopadhyay
| Year of publication: |
December 2014
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|---|---|
| Authors: | Nandy, Suparna ; Chattopadhyay, Arup Kumar |
| Published in: |
Paradigm : the journal of Institute of Management Technology. - Ghaziabad : IMT, ISSN 0971-8907, ZDB-ID 1420854-4. - Vol. 18.2014, 2, p. 135-153
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| Subject: | Financial derivative | volatility | GARCH (I, I) | heteroscedasticity | persistence | Volatilität | Volatility | Derivat | Derivative | Indien | India | ARCH-Modell | ARCH model | Finanzmarkt | Financial market | Aktienmarkt | Stock market | Theorie | Theory | Finanzmarktregulierung | Financial market regulation | Heteroskedastizität | Heteroscedasticity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0971890714558704 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011759668