Rastogi, Shailesh; Athaley, Chaitaly - In: Journal of Risk and Financial Management 12 (2019) 2, pp. 1-15
The aim of this paper is to study the integration of volatility in the three markets, viz. spot, futures and options … moments (GMM) is used to capture the simultaneous equation modelling of volatility in the three markets. The integration of …' knowledge, there is no other study which discusses the integration of volatility in the three markets. Moreover, the finding of …