Intra-day periodicity, temporal aggregation and time-to-maturity in FTSE-100 index futures volatility
Year of publication: |
2004
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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. 14.2004, 4, p. 253-264
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