Intraday return dynamics and volatility spillovers between NSE S&P CNX Nifty stock index and stock index futures
Pati, Pratap Chandra; Rajib, Prabina
- 期刊名称Applied Economics Letters
- 作者Pati, Pratap Chandra; Rajib, Prabina
- 卷第18卷
- 期第6期
- 印刷ISSN1350-4851
- 电子ISSN1466-4291
- 文件大小251.99KB
- 发表时间2011-04-08
- DOI10.1080/13504851003742442
- 页码567-574