Master financial market spillover dynamics with this essential research. This book delves into intraday effects and Autoregressive Conditional Duration (ACD) models using high-frequency data, offering a novel statistical methodology for time series co-movements. Analyze crucial market relationships, from futures to spot and international exchanges, to enhance risk management strategies. It’s a must-read for Indian scholars, graduate students, investors, and regulators keen on financial market microstructure and advanced analytical techniques. Gain unparalleled insights into market behavior and forecasting.