The Impact of Derivatives on Stock Market Volatility: A Study of the Nifty Index
Year of publication: |
2008
|
---|---|
Authors: | Mallikarjunappa, T. ; M, Afsal E. |
Published in: |
Asian Academy of Management Journal of Accounting and Finance. - Asian Academy of Management - AAM. - Vol. 4.2008, 2, p. 42-66
|
Publisher: |
Asian Academy of Management - AAM |
Subject: | conditional volatility | heteroscedasticity | volatility clustering | market efficiency |
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