Dynamic Hedging and Risk Optimization: Evidence from Sectoral Indices in the Indian Stock Market
Published online on February 06, 2026
Abstract
Global Business Review, Ahead of Print.
The primary focus of this study is to examine how shocks and volatility are transmitted across sector indices in the Indian stock market. This study employs a dynamic conditional correlation generalized autoregressive conditional heteroscedasticity (DCC-...
The primary focus of this study is to examine how shocks and volatility are transmitted across sector indices in the Indian stock market. This study employs a dynamic conditional correlation generalized autoregressive conditional heteroscedasticity (DCC-...