The October 1987 stock market crash R.J. Limmack; C.W.R. Ward Journal of Banking & Finance 1990 14(2-3), 273-289
Intraday relationships between volatility in S&P 500 futures prices and volatility in the S&P 500 index Ira G. Kawaller; Paul D. Koch; Timothy W. Koch Journal of Banking & Finance 1990 14(2-3), 373-397