I Am An Indian. How To Buy Foriegn Stock Exchange Shares.

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In India to buy shares we must have dmat account and bank account. Banks like hdfc and icici have demat account directly by online transfer we can buy that shares no time wasting process. Another method is we can get a demat account from sharekhan,kaurvay... like that way many are there. Now i want to buy foriegn shares how to buy if any one know please suggest me.