Volatility persistence and trading volume in an emerging futures market : evidence from NSE Nifty stock index futures
Pratap Chandra Pati; Prabina Rajib
| Year of publication: |
2010
|
|---|---|
| Authors: | Pati, Pratap Chandra ; Rajib, Prabina |
| Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 11.2010, 3, p. 296-309
|
| Subject: | Aktienmarkt | Stock market | Derivat | Derivative | Volatilität | Volatility | ARCH-Modell | ARCH model | Indien | India | 2004-2008 |
| 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/10003989331