Return and Volatility Dynamics in the FT-SE 100 Stock Index and Stock Index Futures Markets
| Year of publication: |
1995
|
|---|---|
| Authors: | Abhyankar, Abhay H. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 15.1995, 4, p. 457-488
|