An econometric analysis of the lead-lag relationship between India's NSE Nifty and its derivative contracts
Year of publication: |
2009
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Authors: | Debasish, Sathya Swaroop |
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. 10.2009, 4, p. 350-364
|
Subject: | Indien | India | Derivat | Derivative | Lag-Modell | Lag model | Schätzung | Estimation |
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