Rastogi, Shailesh; Athaley, Chaitaly - In: Journal of risk and financial management : JRFM 12 (2019) 2/98, pp. 1-15
, in order to provide input for hedging purposes and the formulation of policies for derivatives. The generalized method of … moments (GMM) is used to capture the simultaneous equation modelling of volatility in the three markets. The integration of …