Intraday information transmission between DJIA spot and futures markets
Gökçe A. Soydemir and A. George Petrie
| Year of publication: |
2003
|
|---|---|
| Authors: | Soydemir, Gökçe A. ; Petrie, A. George |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 13.2003, 11, p. 817-827
|
| Subject: | Terminbörse | Futures exchange | Börsenkurs | Share price | VAR-Modell | VAR model | Volatilität | Volatility |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | DJIA = Dow Jones Industrial Average |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001804435