Type of Material: | Thesis |
Title: | An empirical analysis on determinant of implied volatility structure and forecasting efficiency of option market in India |
Researcher: | Jena, Shashikanta |
Guide: | Deo, Malabika |
Department: | Department of Commerce |
Publisher: | Pondicherry University, Puducherry |
Place: | Pondicherry |
Year: | 2017 |
Language: | English |
Subject: | Implied volatility | Forecasting efficiency | Mobilization | Option market in India | Commerce | Life Science |
Dissertation/Thesis Note: | PhD; Department of Commerce, Pondicherry University, Puducherry, Pondicherry; 2017 |
Fulltext: | Shodhganga |
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100 | __ | |aJena, Shashikanta|eResearcher |
110 | __ | |aDepartment of Commerce|bPondicherry University, Puducherry|dPondicherry|ein |
245 | __ | |aAn empirical analysis on determinant of implied volatility structure and forecasting efficiency of option market in India |
260 | __ | |aPondicherry|bPondicherry University, Puducherry|c2017 |
300 | __ | |a125p.|dDVD |
502 | __ | |bPhD|cDepartment of Commerce, Pondicherry University, Puducherry, Pondicherry|d2017 |
518 | __ | |oDate of Registration|d2012-08-15 |
650 | __ | |aCommerce|2UGC |
650 | __ | |aLife Science|2AIU |
653 | __ | |aImplied volatility |
653 | __ | |aForecasting efficiency |
653 | __ | |aMobilization |
653 | __ | |aOption market in India |
700 | __ | |aDeo, Malabika|eGuide |
856 | __ | |uhttp://shodhganga.inflibnet.ac.in/handle/10603/257746|yShodhganga |
905 | __ | |afromsg |
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