IR @ Nirma University
Keeping in tune the global developments we are creating an institutional repository using DSpace Software (Digital Library Software). We are archiving institutional knowledge like, faculty papers, theses, and dissertations in PDF format at DSpace. Students can access this digital information anywhere in the campus.
Please use this identifier to cite or link to this item:
http://10.1.7.192:80/jspui/handle/123456789/2730| Title: | Effect of Future Trading on Spot Price Volatility for NSE Nifty using Time Series Regression and GARCH Model |
| Authors: | Parashar, Neha Karambelkar, Amey Jibhkate, Tarang Goyal, Manit Kulkarni, Aditi Deshpande, Puneet S. |
| Keywords: | Faculty Paper Faculty Paper, Management Management, Faculty Paper Volatility Market Efficiency Parameter Stock GARCH |
| Issue Date: | Jan-2011 |
| Series/Report no.: | South Asian Journal of Management Research, Vol. 3 (1), January, 2011; Pg.148 - 158 |
| Abstract: | For abstract kindly view/open the pdf file. |
| Description: | South Asian Journal of Management Research, Vol. 3 (1), January, 2011; Pg.148-158 |
| URI: | http://10.1.7.181:1900/jspui/123456789/2730 |
| Appears in Collections: | Faculty Papers, IM |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Effect of future trading on Spot price volatility for NSE Nifty using time series regression and GARCH model.pdf | 1.28 MB | Adobe PDF |  View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.