Kumar, B. Prasanna - In: Financial innovation : FIN 3 (2017) 20, pp. 1-22
the Standard & Poor’s CNX Nifty 50 Index futures for data analysis with the application of V-IGARCH (1, 1) two-stage model … to maintain the trading margin. In effect, efficient Nifty returns would be achieved. Conclusions: This study found that …. Trading risks, and hence losses, were not minimized by hedging positions. The monopoly power in the Nifty market was 8 …