Intra-day volatility components in FTSE-100 stock index futures.

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@article{27f9900a9bc54f4dafc9416aaba8f101,

title = "Intra-day volatility components in FTSE-100 stock index futures.",

keywords = "BUSINESS, FINANCE",

author = "\{ap Gwilym\}, O.M. and A.E. Speight and D.G. McMillan and \{Ap Gwilym\}, O.",

year = "2000",

month = jan,

day = "1",

language = "English",

volume = "20",

pages = "425--444",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Liss Inc.",

number = "5",

}