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Please use this identifier to cite or link to this item: http://10.1.7.192:80/jspui/handle/123456789/2730
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dc.contributor.authorParashar, Neha-
dc.contributor.authorKarambelkar, Amey-
dc.contributor.authorJibhkate, Tarang-
dc.contributor.authorGoyal, Manit-
dc.contributor.authorKulkarni, Aditi-
dc.contributor.authorDeshpande, Puneet S.-
dc.date.accessioned2011-01-18T06:43:18Z-
dc.date.available2011-01-18T06:43:18Z-
dc.date.issued2011-01-
dc.identifier.urihttp://10.1.7.181:1900/jspui/123456789/2730-
dc.descriptionSouth Asian Journal of Management Research, Vol. 3 (1), January, 2011; Pg.148-158en_US
dc.description.abstractFor abstract kindly view/open the pdf file.en_US
dc.description.sponsorshipInstitute of Management, NUen_US
dc.language.isoen_USen_US
dc.relation.ispartofseriesSouth Asian Journal of Management Research, Vol. 3 (1), January, 2011; Pg.148 - 158en_US
dc.subjectFaculty Paperen_US
dc.subjectFaculty Paper, Managementen_US
dc.subjectManagement, Faculty Paperen_US
dc.subjectVolatilityen_US
dc.subjectMarket Efficiencyen_US
dc.subjectParameteren_US
dc.subjectStocken_US
dc.subjectGARCHen_US
dc.titleEffect of Future Trading on Spot Price Volatility for NSE Nifty using Time Series Regression and GARCH Modelen_US
dc.typeFaculty Paperen_US
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