Intra-Day Volatility Components in FTSE-100 Stock Index Futures
| Year of publication: |
2000
|
|---|---|
| Authors: | Speight, Alan E.H. ; McMillan, David G. ; Gwilym, Owain Ap |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 20.2000, 5, p. 425-444
|