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Testing the Expectations Hypot...
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Volatility
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ECONIS (ZBW)
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1
Informational efficiency of implied volatilities of S&P CNX Nifty index options : a study in Indian securities market
Dixit, Alok
;
Yadav, Surendra S.
;
Jain, Pramod Kumar
- In:
Journal of advances in management research : JAMR
7
(
2010
)
1
,
pp. 32-57
Persistent link: https://www.econbiz.de/10003997803
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2
Testing the expectations hypothesis on the term structure of volatilities implied by index options : study of the Indian securities market
Dixit, Alok
;
Yadav, Surendra S.
;
Jain, Pramod Kumar
- In:
Journal of financial management and analysis : …
20
(
2007
)
2
,
pp. 38-55
Persistent link: https://www.econbiz.de/10003700019
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3
Volatility spillover of energy markets into EUA markets under EU ETS : a multi-phase study
Dhamija, Ajay K.
;
Yadav, Surendra Singh
;
Jain, Pramod Kumar
- In:
Environmental economics and policy studies
20
(
2018
)
3
,
pp. 561-591
Persistent link: https://www.econbiz.de/10011891290
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4
A study of rates of return from investors' perspective : empirical evidence from India
Shveta Singh
;
Jain, Pramod Kumar
;
Yadav, Surendra Singh
- In:
South Asian journal of management : SAJM
24
(
2017
)
2
,
pp. 65-91
Persistent link: https://www.econbiz.de/10011772279
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5
Forecasting volatility of carbon under EU ETS : a multi-phase study
Dhamija, Ajay K.
;
Yadav, Surendra S.
;
Jain, Pramod Kumar
- In:
Environmental economics and policy studies
19
(
2017
)
2
,
pp. 299-335
Persistent link: https://www.econbiz.de/10011648594
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6
Stock returns and volatility : evidence from select emerging markets
Arora, Ravinder Kumar
;
Das, Himadri
;
Jain, Pramod Kumar
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
4
,
pp. 567-592
Persistent link: https://www.econbiz.de/10008825091
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7
Risk management practices - empirical evidence from Indian corporates
Shveta Singh
;
Yadav, Surendra S.
;
Jain, P. K.
- In:
International journal of risk assessment and management …
18
(
2015
)
2
,
pp. 173-198
Persistent link: https://www.econbiz.de/10011487566
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8
Risk management practices - empirical evidence from Indian corporates
Shveta Singh
;
Yadav, Surendra S.
;
Jain, P. K.
- In:
International journal of risk assessment and management …
18
(
2015
)
2
,
pp. 173-198
Persistent link: https://www.econbiz.de/10011487567
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9
Performance of the Heston's stochastic volatility model : a study in Indian index options market
Singh, Shivam
;
Dixit, Alok
- In:
Theoretical economics letters
6
(
2016
)
2
,
pp. 151-165
Persistent link: https://www.econbiz.de/10011545451
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10
Ad-Hoc Black-Scholes vis-à-vis TSRV-based Black-Scholes : evidence from Indian options market
Dixit, Alok
;
Singh, Shivam
- In:
Journal of quantitative economics
16
(
2018
)
1
,
pp. 57-88
Persistent link: https://www.econbiz.de/10012418326
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