Impact of introducing different financial derivative instruments in India on its stock market volatility
Year of publication: |
December 2014
|
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Authors: | Nandy, Suparna ; Chattopadhyay, Arup Kumar |
Published in: |
Paradigm : the journal of Institute of Management Technology. - Ghaziabad : IMT, ISSN 0971-8907, ZDB-ID 1420854-4. - Vol. 18.2014, 2, p. 135-153
|
Subject: | Financial derivative | volatility | GARCH (I, I) | heteroscedasticity | persistence | Derivat | Derivative | Volatilität | Volatility | Indien | India | ARCH-Modell | ARCH model | Finanzmarkt | Financial market | Heteroskedastizität | Heteroscedasticity | Aktienmarkt | Stock market |
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