Price Discovery of Equity Index Futures and Spot Market in India
Language: English
Published by Scholars' Press, 2017
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 77.65
Quantity: 1 available
Add to basketItem description from seller
nach der Bestellung gedruckt Neuware - Printed after ordering - This book is highlighted the importance of the contemporaneous relationship between Futures and Spot Market. The Indian equity futures market how to dominate the information transmission process and the duration of lead-lag between two markets. GARCH model is narrated the volatility condition of derivative market and spot market, and also intraday volatility is tested through the framed model. Open Interest and Volume of traded impact has been tested in the framed hypothesis condition. This book could help to the researchers and students make understand critically and contemporarily in the price discovery process and volatility condition in the equity derivatives market.
Seller Inventory # 9783639669558
- Title
- Price Discovery of Equity Index Futures and Spot Market in India
- Author
- Sumathy M.
- Publisher
- Scholars' Press
- Publication year
- 2017
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 363966955X
- ISBN 13
- 9783639669558
- Item weight
- 381 grams
- Dimensions
- 220x150x16 mm
"Synopsis" may belong to another edition of this title.
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