Intradaily periodicity and volatility spillovers between international stock index futures markets
Year of publication: |
2005
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Authors: | Wu, Chunchi ; Li, Jinliang ; Zhang, Wei |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 25.2005, 6, p. 553-586
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