Title : An empirical analysis on determinant of implied volatility structure and forecasting efficiency of option market in India

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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035__|a(IN-AhILN)th_450528
040__|dIN-AhILN|aPNDI_605104
041__|aeng
100__|eResearcher|aJena, Shashikanta
110__|aDepartment of Commerce|ein|dPondicherry|bPondicherry University, Puducherry
245__|aAn empirical analysis on determinant of implied volatility structure and forecasting efficiency of option market in India
260__|c2017|aPondicherry|bPondicherry University, Puducherry
300__|dDVD|a125p.
502__|cDepartment of Commerce, Pondicherry University, Puducherry, Pondicherry|d2017|bPhD
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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