Futures trading, information and spot price volatility: evidence for the FTSE-100 stock index futures contract using GARCH
- 1 April 1995
- journal article
- Published by Elsevier BV in Journal of Banking & Finance
- Vol. 19 (1), 117-129
- https://doi.org/10.1016/0378-4266(94)00059-c
Abstract
No abstract availableKeywords
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