Structural models: intra- inter-day volatility transmission and spillover persistence of the HSI, HSIF and S&P500 futures
Gerard L. Gannon and Daniel F. S. Choi
| Year of publication: |
1998
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|---|---|
| Authors: | Gannon, Gerard L. |
| Other Persons: | Choi, Daniel F. S. (contributor) |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 7.1998, 1, p. 19-36
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| Subject: | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Index-Futures | Index futures | Aktienindex | Stock index | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Hongkong | Hong Kong | 1993-1994 |
| 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/10001252958