Volatility spillovers and nexus among agridex and non-agri indexes in Indian commodity markets
P. Lakshminarasa Reddy and S. Visalakshmi
| Year of publication: |
2024
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|---|---|
| Authors: | Reddy, P. Lakshminarasa ; Visalakshmi, S. |
| Published in: |
International journal of services, economics and management. - Olney : Inderscience, ISSN 1753-0830, ZDB-ID 2418235-7. - Vol. 15.2024, 3, p. 324-341
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| Subject: | agridex | non-agri indexes | volatility spillover | co-integration | ARCH | GARCH | Volatilität | Volatility | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Indien | India | Aktienindex | Stock index | Schätzung | Estimation | Index-Futures | Index futures | Zeitreihenanalyse | Time series analysis | Rohstoffderivat | Commodity derivative | Index | Index number |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJSEM.2024.138346 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015069895