RETURN AND VOLATILITY DYNAMICS IN THE FT-SE-100 STOCK INDEX AND STOCK INDEX FUTURES MARKETS

被引：63

作者：

ABHYANKAR, AH

机构：

来源：

JOURNAL OF FUTURES MARKETS | 1995年 / 15卷 / 04期

关键词：

D O I：

10.1002/fut.3990150405

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

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页码：457 / 488

页数：32

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