Return volatility movements in spot and futures markets : evidence from intraday behavior of the S&P 500 index
Jeng-Hong Chen
| Year of publication: |
2014
|
|---|---|
| Authors: | Chen, Jeng-hong |
| Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 2536566-6. - Vol. 8.2014, 3, p. 95-107
|
| Subject: | Intraday Return Volatility | S&P 500 Index | Spot and Futures Markets | Bid-Ask Spreads | Volatilität | Volatility | Index-Futures | Index futures | Aktienindex | Stock index | Spotmarkt | Spot market | Derivat | Derivative | Rohstoffderivat | Commodity derivative | Geld-Brief-Spanne | Bid-ask spread | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model |
| 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/10010241912