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subject:"United Kingdom"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of applied econometrics"
~person:"Garrett, Ian"
~subject:"ARCH-Modell"
~subject:"Deutschland"
~type:"article"
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2
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Garrett, Ian
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Applied financial economics
Journal of applied econometrics
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Journal of empirical finance
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Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?
Brooks, Chris
;
Garrett, Ian
- In:
Applied financial economics
12
(
2002
)
1
,
pp. 25-31
Persistent link: https://www.econbiz.de/10001646093
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2
An alternative approach to investigating lead-lag relationships between stock and stock index futures markets
Brooks, Chris
;
Garrett, Ian
;
Hinich, Melvin J.
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 605-613
Persistent link: https://www.econbiz.de/10001525291
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