Debasish, Sathya Swaroop - In: Afro-Asian Journal of Finance and Accounting 1 (2008) 2, pp. 140-150
This study aims to study the impact of the introduction of Nifty index futures on the volatility of the Indian spot markets using data from April 1997 to April 2007. The study considered six measures of volatility, dynamic linear regression models and the GARCH models to investigate volatility...
