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Are the S&P 500 index and crude oil, natural gas and Ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
-
Revised: February 2016
futures markets, and the effects of
overnight
returns
, volume, realized volatility, asymmetry, and spillovers across the four …
Persistent link: https://www.econbiz.de/10011441584
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