Volatility impact of stock index futures trading : a revised analysis
Year of publication: |
2012
|
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Authors: | Matanovic, Eva ; Wagner, Helmut |
Published in: |
Journal of applied finance & banking. - Christchurch, New Zealand : Scientific Press International Limited, ISSN 1792-6599, ZDB-ID 2614242-9. - Vol. 2.2012, 5, p. 113-126
|
Subject: | Aktienindex | Stock index | Börsenkurs | Share price | Finanzmarkt | Financial market | USA | United States | Derivat | Derivative | Volatilität | Volatility | Index-Futures | Index futures | ARCH-Modell | ARCH model |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Classification: | G10 - General Financial Markets. General ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; G19 - General Financial Markets. Other |
Source: | ECONIS - Online Catalogue of the ZBW |
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