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]
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页码：457 / 488
页数：32
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