The Realized Volatility of FTSE-100 Futures Prices

Journal of Futures Markets

Volumn 22, Issue 7, 2002, Pages 627-648

  Areal, Nelson M P C ^a   Taylor, Stephen J ^a  

^a LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036099312     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.10018     Document Type: Article

References (15)

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