Listing of bank nifty on futures segment of NSE and its impact on spot market volatility
V. D. M. V. Lakshmi; Medha Joshi
| Year of publication: |
January-March 2016
|
|---|---|
| Authors: | Lakshmi, V. D. M. V. ; Joshi, Medha Shriram |
| Published in: |
Praj̄nȧn : journal of social and management sciences. - Pune : National Institute of Bank Management, ISSN 0970-8448, ZDB-ID 190581-8. - Vol. 44.2016, 4, p. 293-314
|
| Subject: | Spot volatility | GARCH | Volatility clustering | ARCH effects | EGARCH | Volatilität | Volatility | ARCH-Modell | ARCH model | Spotmarkt | Spot market | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011490053