Work

The effect of spot and futures trading on stock index market volatility: A nonparametric approach

Year: 2003

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.10091

Authors: M. Illueca, J. A. Lafuente

Institution: Universitat Jaume I

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1964774028

FWCI: 2.752

Cites: 27

Cited by: 36

Related to: 10