Author:
Maniar Hiren M.,Bhatt Rajesh,Maniyar Dharmesh M.
Subject
Economics and Econometrics,Finance
Reference14 articles.
1. Futures trading, information and spot price volatility: evidence for the FTSE-100 stock index futures contract using GARCH;Antoniou & Holmes;Journal of Banking and Finance,1995
2. Do Expirations of Hang Seng Index Derivatives Affect Stock Market Volatility?, Working paper, University of Utah;Bollen,1998
3. Generalized autoregressive conditional heteroscedasticity;Bollerslev;Journal of Econometrics,1986
4. ARCH modeling in finance;Bollerslev;Journal of Econometrics,1992
5. Triple-witching hour, the change in expiration timing, and stock market reaction;Chen;Journal of Futures Markets,1994
Cited by
10 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献