Robles Fernandez, M. Dolores; Nieto, Luisa; Fernández, … - Facultad de Ciencias Económicas y Empresariales, … - 2002
We set out to analyse the linear and nonlinear dynamic behaviour of intraday returns in the Eurostoxx 50 index and its futures contract which, given their relatively recent appearance, have not yet been analysed. We shall develop our study both from an individual and from a combined approach....