Analysis of the relationship between the volatility of stock index futures and spot based on long memory model (Q5382385)
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scientific article; zbMATH DE number 7071956
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| English | Analysis of the relationship between the volatility of stock index futures and spot based on long memory model |
scientific article; zbMATH DE number 7071956 |
Statements
21 June 2019
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volatility
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long memory
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stock index futures
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spot market
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0.7760613560676575
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0.7432032227516174
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0.7384572625160217
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0.7218444347381592
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0.7194359302520752
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