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Investigating the spillover effect of implied volatility on nifty return in different time periods with reference to index options: a multivariate GARCH approach

Crossref DOI link: https://doi.org/10.1007/s13198-025-02711-w

Published Online: 2025-01-27

Published Print: 2025-06

Update policy: https://doi.org/10.1007/springer_crossmark_policy

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