Intraday return dynamics and volatility spillovers between NSE S&P CNX Nifty stock index and stock index futures
Pratap Chandra Pati and Prabina Rajib
| Year of publication: |
2011
|
|---|---|
| Authors: | Pati, Pratap Chandra ; Rajib, Prabina |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 18.2011, 4/6, p. 567-574
|
| Subject: | Börsenkurs | Share price | Aktienmarkt | Stock market | Index-Futures | Index futures | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Indien | India | 2007-2008 |
| Extent: | graph. Darst. |
|---|---|
| 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/10009233520