Effect of futures trading on spot-price volatility : evidence for NSE Nifty using GARCH
Year of publication: |
2009
|
---|---|
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, 1, p. 67-77
|
Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model | Derivat | Derivative | Schätzung | Estimation |
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