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

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Item Type: Journal Article
Journal or Publication Title: Journal of Futures Markets
Uncontrolled Keywords: /dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 43640
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 18:02
Refereed?: Yes
Published?: Published
Last Modified: 17 Sep 2019 00:53
URI: https://eprints.lancs.ac.uk/id/eprint/43640

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