Impact of the introduction of futures on spot price volatility, evidence for the S&P CNX nifty index and futures contract using EGARCH
Kailash Chandra Pradhan
| Year of publication: |
2010
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|---|---|
| Authors: | Pradhan, Kailash Chandra |
| Published in: |
International journal of economic research. - New Delhi : Serials Publ., ISSN 0972-9380, ZDB-ID 2467368-7. - Vol. 7.2010, 1, p. 79-89
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| Subject: | Futures | Spotmarkt | Spot market | Volatilität | Volatility | ARCH-Modell | ARCH model | Schätzung | Estimation | Indien | India | 1996-2007 |
| 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/10003997847