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ID314942
Title ProperIntra-day price influence in Nifty index futures : Evidence from VAR and SVAR models
LanguageENG
AuthorAmanullah (S.) ;  Thiripalraju (M.)
`In' analytical NoteAsian-African Journal of Economics and Econometrics 5(2) Dec 2005 pp117-137
Journal SourceAsian-African Journal of Economics and Econometrics 5(2) Dec 2005 pp117-137
Classification NumberX:B28
Key WordsEconometrics models : VAR and SVAR : Nifty index futures ;  Vector autoregressions model : Nifty index futures ;  Structural vector autoregressions model : Nifty index futures ;  Index futures : Nifty : VAR and SVAR models ;  National Stock Exchange index futures : VAR and SVAR models