{"title":"Appendix II","authors":"John Pappalardo, P. J. Howard","doi":"10.9783/9781512816631-008","DOIUrl":null,"url":null,"abstract":"Returns and Volatility Relationship between Futures and Spot Market in India 165 APPENDIX-II This appendix displays 5-min time plots of individual stocks for the period from June 1, 2012 to May 31, 2013. Following points must be noted: CASH represents log prices of spot market in levels. FUT represents log prices of futures market in level. RC represents first difference of log prices (returns) of spot market. RF represents first difference of log prices (returns) of futures market. ACC","PeriodicalId":74144,"journal":{"name":"Medical history. Supplement","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2020-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"91","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Medical history. Supplement","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.9783/9781512816631-008","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 91
Abstract
Returns and Volatility Relationship between Futures and Spot Market in India 165 APPENDIX-II This appendix displays 5-min time plots of individual stocks for the period from June 1, 2012 to May 31, 2013. Following points must be noted: CASH represents log prices of spot market in levels. FUT represents log prices of futures market in level. RC represents first difference of log prices (returns) of spot market. RF represents first difference of log prices (returns) of futures market. ACC
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