Derived signals for S & P CNX nifty index futures
نویسندگان
چکیده
منابع مشابه
Derived signals for S & P CNX nifty index futures
Methods: This study considers the Standard & Poor’s CNX Nifty 50 Index futures for data analysis with the application of V-IGARCH (1, 1) two-stage model. The purpose for V-IGARCH (1, 1) is used to observe the positive effects of credit availability on the variance of futures returns. The first stage V-IGARCH (1, 1) endogenous mean and conditional variance returns are measured with exogenous fac...
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ژورنال
عنوان ژورنال: Financial Innovation
سال: 2017
ISSN: 2199-4730
DOI: 10.1186/s40854-017-0067-8