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

Abstract

No abstract was published for this record.

Cite this work

No public copy is stored for this record, so only the metadata is cited.

Stored only when both papers are in the corpus — 290 citations exist upstream.

Papers that cite the same references — the relational fallback while embeddings are still backfilling.