Measuring volatility in the Indian commodity futures
S. Kirithiga, G. Naresh, S. Thiyagarajan
| Year of publication: |
2017
|
|---|---|
| Authors: | Kirithiga, S. ; Naresh, G. ; Thiyagarajan, S. |
| Published in: |
International journal of bonds and derivatives. - Olney : Inderscience, ISSN 2050-2281, ZDB-ID 2765392-4. - Vol. 3.2017, 3, p. 253-274
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| Subject: | commodity | futures | autoregressive conditional heteroskedasticity | ARCH | generalised autoregressive conditional heteroscedasticity | GARCH | volatility | market participants | ARCH-Modell | ARCH model | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Indien | India | Heteroskedastizität | Heteroscedasticity |
| 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/10011875999