Intra-day periodicity, temporal aggregation and time-to-maturity in FTSE-100 index futures volatility

Applied Financial Economics

Volumn 14, Issue 4, 2004, Pages 253-263

  McMillan, David G ^a   Speight, Alan E H ^b  

^a UNIVERSITY OF ABERDEEN   (United Kingdom)

^b SWANSEA UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

CAPITAL MARKET; EXCHANGE RATE; STOCK MARKET;

EURASIA; EUROPE; UNITED KINGDOM; WESTERN EUROPE;

EID: 1542636081     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/0960310042000201165     Document Type: Article

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