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Volumn 7, Issue 2, 2012, Pages 160-176

A first look at the properties of India's volatility index

Author keywords

Implied volatility; India; Portfolio investment; Quantile regression; Stock prices; Volatility indices; Volatility spillover

Indexed keywords


EID: 84986017008     PISSN: 17468809     EISSN: 17468817     Source Type: Journal    
DOI: 10.1108/17468801211209938     Document Type: Article
Times cited : (23)

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