Impact of individual stock derivatives introduction in India on its underlying spot market volatility
Year of publication: |
June 2016
|
---|---|
Authors: | Nandy, Suparna ; Chattopadhyay, Arup Kumar |
Published in: |
Asia-Pacific journal of management research and innovation : APJMRI. - Los Angeles [u.a.] : Sage, ISSN 2319-510X, ZDB-ID 2838029-0. - Vol. 12.2016, 2, p. 109-133
|
Subject: | Volatility | derivative | market capitalisation | heteroscedasticity | persistence | volatility clustering | GARCH (p, q) | Volatilität | Derivat | Derivative | ARCH-Modell | ARCH model | Indien | India | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
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