Heterogeneous information flows and intra-day volatility dynamics : evidence from the UK FTSE-100 stock index futures market
David G. McMillan and Alan E. H. Speight
| Year of publication: |
2006
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|---|---|
| Authors: | McMillan, David G. ; Speight, Alan E. H. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 16.2006, 13 (1.9.), p. 959-972
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| Subject: | Index-Futures | Index futures | Volatilität | Volatility | Information | ARCH-Modell | ARCH model | Großbritannien | United Kingdom | 1992-1995 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003377850