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Return and volatility dynamics in the FT‐SE 100 stock index and stock index futures markets
Author(s) -
Abhyankar Abhay H.
Publication year - 1995
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990150405
Subject(s) - futures contract , stock market , volatility (finance) , economics , financial economics , stock market index , econometrics , history , context (archaeology) , archaeology
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