Intraday price discovery and volatility transmission in stock index and stock index futures markets : evidence from China
Jian Yang; Zihui Yang; Yinggang Zhou
| Year of publication: |
2012
|
|---|---|
| Authors: | Yang, Jian ; Yang, Zihui ; Zhou, Yinggang |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 32.2012, 2, p. 99-121
|
| Subject: | Index-Futures | Index futures | Aktienindex | Stock index | Volatilität | Volatility | China | 2010 |
| 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/10009426543