Volatility Patterns and Spillovers in Bund Futures.
Year of publication: |
1994
|
---|---|
Authors: | Franses, P.H. ; Van Ieperen, R. ; Kofman, P. ; Martens, M. ; Menkveld, B. |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | financial markets | volatility |
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