Impact of introducing derivatives trading on volatilities of sectoral stock indices in India
Year of publication: |
December 2013
|
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Authors: | Pal, Suparna Nandy ; Chattopadhyay, Arup Kr. |
Published in: |
Research bulletin / The Institute of Cost Accountants of India. - Kolkata : [Verlag nicht ermittelbar], ISSN 2230-9241, ZDB-ID 2830259-X. - Vol. 38.2013, p. 168-184
|
Subject: | Asymmetry | Persistence | Process Patent | Product Patent | Sectoral Stock Indices | Volatility | Volatility Clustering | Volatilität | Indien | India | Patent | Aktienindex | Stock index | Derivat | Derivative | ARCH-Modell | ARCH model |
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