Volatility transmission across stock index futures when there are structural changes in return variance
Po-Kai Huang
| Year of publication: |
2012
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|---|---|
| Authors: | Huang, Po-kai |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 22.2012, 19/21, p. 1603-1613
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| Subject: | Volatilität | Volatility | Index-Futures | Index futures | Strukturwandel | Structural change | Großbritannien | United Kingdom | Aktienindex | Stock index | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| 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/10009715953