Return and volatility dynamics in the FT-SE 100 stock index...

Return and volatility dynamics in the FT-SE 100 stock index and stock index futures markets

Abhay H. Abhyankar
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Volume:
15
Year:
1995
Language:
english
Pages:
32
DOI:
10.1002/fut.3990150405
File:
PDF, 1.35 MB
english, 1995
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