Asymmetric volatility dynamics in high frequency FTSE-100 stock index futures
Year of publication: |
2003
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Authors: | Mcmillan, David G. ; Speight, Alan E.H. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 13.2003, 8, p. 599-608
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