Browsing by Author "Goyal, Piyush"

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    • Construction of volatility index for NSE 

      Goyal, Piyush (Indian Institute of Management Ahmedabad, 2005)
      Abstract: 1) Introduction and context description: This IP seeks to construct Volatility Index (VIX) for Indian Stock markets which will help investors in taking bearish/ bullish position, enable traders to take positions ...