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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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Series:
Monash Econometrics and Business Statistics Working Papers.
Type of publication: Book / Working Paper
Notes:
Number 16/94 25 pages
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005087616
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