A study of CNX Nifty Indexs and CNX Nifty Junior : impact of inclusion of derivatives on the volatility
Year of publication: |
2020
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Authors: | Wadhawan, Dikshita ; Singh, Harjit |
Published in: |
International journal of economics. - New Delhi : Serials Publ., ISSN 0973-6719, ZDB-ID 2518665-6. - Vol. 14.2020, 2, p. 157-166
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Subject: | Volatility | CNX Nifty Index | CNX Nifty Junior | Derivative Inclusion | Indien | India | Volatilität | Aktienindex | Stock index | Spotmarkt | Spot market | ARCH-Modell | ARCH model | Derivat | Derivative | Aktienmarkt | Stock market |
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