Structural models: intra- inter-day volatility transmission and spillover persistence of the HSI, HSIF and S&P500 futures

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Bibliographische Detailangaben
Veröffentlicht in:	International review of financial analysis
1. Verfasser:	Gannon, Gerard L. (VerfasserIn)
Weitere Verfasser:	Choi, Daniel F. S. (BerichterstatterIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	1998
Schlagworte:	1993-1994 > Volatilität > Spillover-Effekt > Index-Futures > Aktienindex > Zeitreihenanalyse > Theorie > Hongkong > Aufsatz in Zeitschrift
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