Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference33 articles.
1. Return and volatility dynamics in the FT-SE 100 stock index and stock index futures markets
2. (1985). Advanced econometrics. Cambridge: Harvard University Press.
3. Good news, bad news and international spillovers of stock return volatility between Japan and the U.S.
4. (1976). Studies of stock market volatility changes. Proceedings of the American Statistical Association Business and Economic Studies Section, 177-181.
Cited by
34 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献