Intraday price discovery and volatility transmission in stock index and stock index futures markets : evidence from China
Year of publication: |
2012
|
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Authors: | Yang, Jian ; Yang, Zihui ; Zhou, Yinggang |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 32.2012, 2, p. 99-121
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Subject: | Index-Futures | Index futures | Aktienindex | Stock index | Volatilität | Volatility | China | 2010 |
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