B. Viritha

Pondicherry University - Department of Commerce

Department of Commerce, Pondicherry University, Pu

Pondicherry, Pondicherry 605014

India

SCHOLARLY PAPERS

1

DOWNLOADS

60

CITATIONS

0

Scholarly Papers (1)

1.

Price Lead-Lags in Indian Stock and Futures Market - A Wavelet Based Study

XI Capital Markets Conference, 21-22 December 2012, Indian Institute of Capital Markets (UTIICM)
Number of pages: 15 Posted: 24 Apr 2013 Last Revised: 30 Apr 2013
Pondicherry University - Department of Banking Technology, Pondicherry University and Pondicherry University - Department of Commerce
Downloads 50 (297,746)

Abstract:

Lead Lag, Cointegration, Error Correction, Wavelets