مرکز منطقه ای اطلاع رساني علوم و فناوري - Futures trading, information and spot price volatility: evidence for the FTSE-100 stock index futures contract using GARCH

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 :

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 :