Intra-day futures price volatility : information effects and variance persistence
P. R. Locke and C. L. Sayers
| Year of publication: |
1993
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|---|---|
| Authors: | Locke, Peter R. |
| Other Persons: | Sayers, Chera L. (contributor) |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 8.1993, 1, p. 15-30
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| Subject: | Börsenkurs | Share price | Information | Theorie | Theory | USA | United States |
| 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/10001139587