Intraday volatility spillovers between spot and futures indices: Evidence from the Korean stock market
Year of publication: |
2013
|
---|---|
Authors: | Kang, Sang Hoon ; Cheong, Chongcheul ; Yoon, Seong-Min |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 392.2013, 8, p. 1795-1802
|
Publisher: |
Elsevier |
Subject: | Bi-directional causality | Positive feedback | Self-organized criticality | Synchronization | Volatility spillover |
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