Revisiting the financial volatility : derivative products relationship on Euronext.liffe using a frequency domain analysis

Claudiu Tiberiu Albulescu, Daniel Goyeau and Aviral Kumar Tiwari

Year of publication:	2013
Authors:	Albulescu, Claudiu Tiberiu ; Goyeau, Daniel ; Tiwari, Aviral Kumar
Published in:	Brussels economic review. - Bruxelles : Ed. du DULBEA, ISSN 0008-0195, ZDB-ID 2107285-1. - Vol. 56.2013, 3/4, p. 349-364
Subject:	Volatility \| futures index products \| frequency domain Granger \| Euronext \| Volatilität \| Derivat \| Derivative \| Index-Futures \| Index futures \| Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory \| Kausalanalyse \| Causality analysis

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10010400880

A service of the