"Investigating the spillover effect of implied volatility on nifty return ..."

Bhakti Bhushan Mishra, Namita Sahay, Preeti Sharma (2025)

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DOI: 10.1007/S13198-025-02711-W

access: closed

type: Journal Article

metadata version: 2025-08-05

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Bhakti Bhushan Mishra, Namita Sahay, Preeti Sharma:
Investigating the spillover effect of implied volatility on nifty return in different time periods with reference to index options: a multivariate GARCH approach. Int. J. Syst. Assur. Eng. Manag. 16(6): 1993-2004 (2025)

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