Asymmetries, causality and correlation between FTSE100 spot and futures: A DCC-TGARCH-M analysis
| Year of publication: |
2012
|
|---|---|
| Authors: | Tao, Juan ; Green, Christopher J. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 24.2012, p. 26-37
|