Intra-day volatility components in FTSE-100 stock index futures.
Research output: Contribution to journal › Article › peer-review
Keywords
- BUSINESS, FINANCE
| Original language | English |
|---|---|
| Pages (from-to) | 425-444 |
| Journal | Journal of Futures Markets |
| Volume | 20 |
| Issue number | 5 |
| Publication status | Published - 1 Jan 2000 |