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: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 20.2000, 5, p. 425-444
|
| Publisher: |
John Wiley & Sons, Ltd. |