Intradaily periodicity and volatility spillovers between international stock index futures markets
Chunchi Wu; Jinliang Li; Wei Zhang
| Year of publication: |
2005
|
|---|---|
| Authors: | Wu, Chunchi ; Li, Jinliang ; Zhang, Wei |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 25.2005, 6, p. 553-585
|
| Subject: | Aktienindex | Stock index | Preiskonvergenz | Price convergence | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Schätzung | Estimation | USA | United States | Großbritannien | United Kingdom |
| Extent: | graph. Darst |
|---|---|
| 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/10002846393