Analysis of Volatility Volume and Open Interest for Nifty Index Futures Using GARCH Analysis and VAR Model.

Autor:	Dungore, Parizad Phiroze1 (AUTHOR) parizad@dubai.bits-pilani.ac.in, Patel, Sarosh Hosi2 (AUTHOR) saroshp@bridgeport.edu
Zdroj:	International Journal of Financial Studies. Mar2021, Vol. 9 Issue 1, p7. 1p.
Databáze:	Business Source Ultimate
Externí odkaz:	Zobrazit plný text záznamu