Title of article
Futures trading, information and spot price volatility: evidence for the FTSE-100 stock index futures contract using GARCH
Author/Authors
Antonios Antoniou، نويسنده , , Phil Holmes، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
13
From page
117
To page
129
Keywords
Futures , Information , Volatility , Speculation , GARCH
Journal title
Journal of Banking and Finance
Serial Year
1995
Journal title
Journal of Banking and Finance
Record number
192745
Link To Document