The impact of the futures market on spot volatility: an analysis in Turkisch derivatives markets
Year of publication: |
2006
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Authors: | Baklaci, H. ; Tutek, H. |
Published in: |
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]. - Southampton [u.a.] : WIT Press, ISBN 1-84564-174-4. - 2006, p. 237-246
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Subject: | Wertpapierhandel | Securities trading | Derivat | Derivative | Spotmarkt | Spot market | Volatilität | Volatility | ARCH-Modell | ARCH model | Türkei | Turkey |
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