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Journal of Banking & Finance Vol. 19 No. 1 1995

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

Antonios Antoniou1; Phil Holmes1,2

1 University of West London · 2 Durham University

DOI
10.1016/0378-4266(94)00059-c
Volume
19
Issue
1
Pages
117-129
Language
en
Sources
openalex crossref semanticscholar

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