Shifts in volatility altering nature of derivatives : new evidences from National Stock Exchange (NSE) of India
K. Kannan, G. Balamurugan
| Year of publication: |
2023
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| Authors: | Kannan, K. ; Balamurugan, G. |
| Published in: |
Finance India : the quarterly journal of Indian Institute of Finance. - Greater Noida, UP : [Verlag nicht ermittelbar], ISSN 0970-3772, ZDB-ID 1130817-5. - Vol. 37.2023, 4, p. 1001-1022
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| Subject: | Equity | Derivatives | Spot Market | Volatility | Asymmetric Effect | Information Effect | NSE | India | Volatilität | Indien | Derivat | Derivative | ARCH-Modell | ARCH model | Spotmarkt | Spot market | Aktienmarkt | Stock market | Schätzung | Estimation | Börsenhandel | Stock exchange trading |
| 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/10015187594