"Intraday Volatility Spillovers between Index Futures and Spot Market: ..."

Zhou Zhou, Huiyan Dong, Shouyang Wang (2014)

Details and statistics

DOI: 10.1016/J.PROCS.2014.05.320

access: closed

type: Conference or Workshop Paper

metadata version: 2024-02-15

a service of  Schloss Dagstuhl - Leibniz Center for Informatics