Return and volatility dynamics in the FT-SE 100 stock index and stock index futures markets
Abhay H. Abhyankar
| Year of publication: |
1995
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|---|---|
| Authors: | Abhyankar, Abhay |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 15.1995, 4, p. 457-488
|
| Subject: | Index-Futures | Index futures | Aktienindex | Stock index | Börsenkurs | Share price | Volatilität | Volatility | Großbritannien | United Kingdom | 1986-1990 |
| 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/10001185355