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Intra-day volatility components in FTSE-100 stock index futures

David G. McMillan

Publication Data

Title Intra-day volatility components in FTSE-100 stock index futures
Author David G. McMillan
Contributors A. E. H Speight, A. E. H Speight
Publisher St. Salvator's College
Publication date 1998
Publication location St. Andrews
Language English

Topics

Analysis of variance
Stock index futures :: Great Britain

Catalogue Data

OBNB ID GB9883762
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 15 p.
P1042 Includes bibliographical references.

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Intra-day volatility components in FTSE-100 stock index futures by David G. McMillan. Published by St. Salvator's College in 1998. Publication and catalogue information, links to buy online and reader comments.

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