The volatility of returns from base metal futures market : evidence from India
Laxmidhar Samal, Sudhansu Kumar Das
| Year of publication: |
2023
|
|---|---|
| Authors: | Samal, Laxmidhar ; Das, Sudhansu Kumar |
| Published in: |
The Indian journal of economics. - Prayagraj (India) : Department of Economics and Commerce, ISSN 0019-5170, ZDB-ID 218230-0. - Vol. 103.2023, 410,3, p. 537-557
|
| Subject: | Futures | Base Metal | Volatility | Daily Returns | ARCH | GARCH | Volatilität | Indien | India | ARCH-Modell | ARCH model | Metallmarkt | Metal market | Kapitaleinkommen | Capital income | Derivat | Derivative |
| 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/10014503206