Intraday Volatility in International Stock Index Futures Markets: Meteor Showers or Heat Waves? (Q4392519)
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scientific article; zbMATH DE number 1160294
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| English | Intraday Volatility in International Stock Index Futures Markets: Meteor Showers or Heat Waves? |
scientific article; zbMATH DE number 1160294 |
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Intraday Volatility in International Stock Index Futures Markets: Meteor Showers or Heat Waves? (English)
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8 June 1998
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intraday price volatility
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stock index futures
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extreme-value estimators
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vector autoregression
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0.85077995
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0.8267685
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0.82629156
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0.81567335
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