Work

Futures trading, information and spot price volatility: evidence for the FTSE-100 stock index futures contract using GARCH

Year: 1995

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/0378-4266(94)00059-c

Authors: Antonios Antoniou, Phil Holmes

Institutions: University of West London, Durham University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2004421184

FWCI: 4.154

Cites: 33

Cited by: 290

Related to: 10