Lancaster EPrints

The realized volatility of FTSE-100 futures prices

Areal, N M P C and Taylor, S J (2002) The realized volatility of FTSE-100 futures prices. Journal of Futures Markets, 22 (7). pp. 627-648. ISSN 0270-7314

Full text not available from this repository.
Item Type: Article
Journal or Publication Title: Journal of Futures Markets
Subjects: UNSPECIFIED
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 43640
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 19:02
Refereed?: Yes
Published?: Published
Last Modified: 26 Jul 2012 18:50
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/43640

Actions (login required)

View Item