On the linkages among ex-ante and ex-post volatility (Record no. 12271)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00880npc a2200169Ia 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140613s2013 xx 000 0 und d |
| 060 ## - NATIONAL LIBRARY OF MEDICINE CALL NUMBER | |
| Classification number | 658.8 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | SHAIKH, IMLAK |
| 245 ## - TITLE STATEMENT | |
| Title | On the linkages among ex-ante and ex-post volatility |
| Remainder of title | Evidence from NSE options market (India) |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Date of publication, distribution, etc. | 2013 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 487-505 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This article investigates the cointegration level and changes in the existence and direction of casuality among volatilities. Vector autoregressive (VAR) model enables us to conduct granger- causality and impulse response analysis and determine the pattern of causality. The empirical findings uncover that ex-ante volatility best impounds the market wide information to explain the ex post volatility. |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | MARKETING |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | PADHI, PUJA |
| 773 ## - HOST ITEM ENTRY | |
| Other item identifier | P15106 |
| Note | M |
| Host Itemnumber | 33686 |
| Host Biblionumber | 11237 |
| Title | GLOBAL BUSINESS REVIEW |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Articles |
No items available.