Volatility Spillover Effects Between Indian Spot and Derivatives Markets: An Arima-Garch Approach

Studies in systems, decision and control 2026 Book chapter

View at publisher
Authors: R. Haribaskar, A. Thamotharan
DOI: 10.1007/978-3-032-02056-7_69
Cited by: 0
References: 12

Fields of Study & Subjects

Financial Risk and Volatility Modeling Market Dynamics and Volatility Financial Markets and Investment Strategies

Publication details

Journal / source
Studies in systems, decision and control
Pages
847–856
Publication date
1 January 2026
Language
EN
Document type
Book chapter