Intraday return dynamics and volatility spillovers between NSE S&P CNX Nifty stock index and stock index futures

Author： Pati Pratap Chandra Rajib Prabina

ISSN： 1466-4291

Source： Applied Economics Letters, Vol.18, Iss.6, 2011-04, pp. : 567-574

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

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