Intradaily periodicity and volatility spillovers between international stock index futures markets

Journal of Futures Markets

Volumn 25, Issue 6, 2005, Pages 553-585

  Wu, Chunchi ^a   Li, Jinliang ^b   Zhang, Wei ^c  

^a SYRACUSE UNIVERSITY   (United States)

^b NORTHEASTERN UNIVERSITY   (United States)

^c STATE UNIVERSITY OF NEW YORK AT FREDONIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 18844433886     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.20155     Document Type: Article

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