An Empirical Model of India's Nifty VIX Index
Year of publication: |
2016
|
---|---|
Authors: | Slivka, Ronald T. |
Other Persons: | Gao, Shuang (contributor) ; Ren, Jie (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Indien | India | Aktienindex | Stock index | Volatilität | Volatility | Index | Index number |
Extent: | 1 Online-Ressource (18 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Indian Journal of Finance, Vol. 9, No. 8, pp. 7-18 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 28, 2015 erstellt |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Mishra, Pallavi, (2021)
-
Fourier Analysis of India's Implied Volatility Index
Slivka, Ronald T., (2016)
-
Modeling and predicting the market volatility index : the case of VKOSPI
Han, Heejoon, (2015)
- More ...
-
Derivatives within frontier markets
Slivka, Ronald T., (2014)
-
Arbitrage of Single Stocks Versus Futures in India
Slivka, Ronald T., (2012)
-
Slivka, Ronald T., (2012)
- More ...