Contemporaneous intraday volume, option, and futures volatility transmissions across parallel markets
| Year of publication: |
2003
|
|---|---|
| Authors: | Chng, Michael ; Gannon, Gerard |
| Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 12.2003, 1, p. 49-68
|
| Publisher: |
Elsevier |