Hedging dynamics and intraday volatility in equity market : an analysis of Covid-19 pandemic and global financial crisis
Year of publication: |
2022
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Authors: | Misra, Nachiketa ; Lakshmi, P ; Thenmozhi, M. |
Published in: |
Finance India : the quarterly journal of Indian Institute of Finance. - Greater Noida, UP : [Verlag nicht ermittelbar], ISSN 0970-3772, ZDB-ID 1130817-5. - Vol. 36.2022, 2, p. 819-834
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Subject: | Intraday volatility | Stock market | Market condition | Hedging | GARCH BEK | Volatilität | Volatility | Coronavirus | ARCH-Modell | ARCH model | Finanzkrise | Financial crisis | Börsenkurs | Share price | Aktienmarkt | Finanzmarkt | Financial market | Wirkungsanalyse | Impact assessment | Welt | World |
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