Pratap Chandra Pati

University of Hyderabad

Research Scholar

Central University (PO)

Andhra Pradesh

Hyderabad, CA Andhra Pradesh 500 046

India

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

1.

Maturity and Volume Effects on the Volatility: Evidences from Nse Fifty Futures

10th Capital Markets Conference, Indian Institute of Capital Markets Paper
Number of pages: 19 Posted: 09 Feb 2007
Pratap Chandra Pati
University of Hyderabad
Downloads 376 (77,128)

Abstract:

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Samuelson Maturity Effect, Nifty Index Futures, Volatility, Volume Effect, GARCH, EGARCH