Asymmetric volatility dynamics in high frequency FTSE-100 stock index futures
David G. McMillan and Alan E. H. Speight
| Year of publication: |
2003
|
|---|---|
| Authors: | McMillan, David G. ; Speight, Alan E. H. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 13.2003, 8, p. 599-607
|
| Subject: | Index-Futures | Index futures | Volatilität | Volatility | ARCH-Modell | ARCH model | Großbritannien | United Kingdom |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001770840