Intraday return and volatility relationships between the Ibex 35 spot and futures markets
Juan A. Lafuente
| Year of publication: |
2002
|
|---|---|
| Authors: | Lafuente, Juan Angel |
| Published in: |
Spanish economic review : SER. - Berlin [u.a.] : Springer, ISSN 1435-5469, ZDB-ID 1469301-X. - Vol. 4.2002, 3, p. 201-220
|
| Subject: | Derivat | Derivative | Volatilität | Volatility | ARCH-Modell | ARCH model | Theorie | Theory | Spanien | Spain | Heteroskedastizität | Heteroscedasticity |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Spanish economic review |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001702849