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:
ID Code:
43640
Deposited By:
Deposited On:
11 Jul 2011 18:02
Refereed?:
Yes
Published?:
Published
Last Modified:
06 May 2020 01:59