The realized volatility of FTSE-100 futures prices

Accounting and Finance

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

Standard

The realized volatility of FTSE-100 futures prices. / Areal, N M P C; Taylor, S J.
In: Journal of Futures Markets, Vol. 22, No. 7, 2002, p. 627-648.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Areal, NMPC & Taylor, SJ 2002, 'The realized volatility of FTSE-100 futures prices', Journal of Futures Markets, vol. 22, no. 7, pp. 627-648.

APA

Areal, N. M. P. C., & Taylor, S. J. (2002). The realized volatility of FTSE-100 futures prices. Journal of Futures Markets, 22(7), 627-648.

Vancouver

Areal NMPC, Taylor SJ. The realized volatility of FTSE-100 futures prices. Journal of Futures Markets. 2002;22(7):627-648.

Author

Areal, N M P C ; Taylor, S J. / The realized volatility of FTSE-100 futures prices. In: Journal of Futures Markets. 2002 ; Vol. 22, No. 7. pp. 627-648.

Bibtex

@article{8de7598899e24262b720677e13018e6e,

title = "The realized volatility of FTSE-100 futures prices",

author = "Areal, {N M P C} and Taylor, {S J}",

year = "2002",

language = "English",

volume = "22",

pages = "627--648",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Liss Inc.",

number = "7",

}

RIS

TY - JOUR

T1 - The realized volatility of FTSE-100 futures prices

AU - Areal, N M P C

AU - Taylor, S J

PY - 2002

Y1 - 2002

M3 - Journal article

VL - 22

SP - 627

EP - 648

JO - Journal of Futures Markets

JF - Journal of Futures Markets

SN - 0270-7314

IS - 7

ER -

Research