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Please use this identifier to cite or link to this item: http://10.1.7.192:80/jspui/handle/123456789/5759
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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.accessioned2015-07-20T10:01:52Z-
dc.date.available2015-07-20T10:01:52Z-
dc.date.issued2015-07-20-
dc.identifier.urihttp://hdl.handle.net/123456789/5759-
dc.descriptionSouth Asian Journal of Management (SAJMR), Vol. 3(1) January, 2011en_US
dc.language.isoen_USen_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.typeArticleen_US
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