TY  - GEN
AU  - SHAIKH, IMLAK
AU  - PADHI, PUJA
TI  - On the linkages among ex-ante and ex-post volatility: Evidence from NSE options market (India)
PY  - 2013///
KW  - MARKETING
N2  - 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
ER  -