Price Discovery and Volatility Spillovers in the DJIA Index and Futures Markets

Yiuman Tse

Price Discovery and Volatility Spillovers in the DJIA Index and Futures Markets

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Journal of Futures Markets
Volume	19
State	Published - 1999

Disciplines

Business

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PY - 1999

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UR - https://onlinelibrary.wiley.com/doi/abs/10.1002/%28SICI%291096-9934%28199912%2919%3A8%3C911%3A%3AAID-FUT4%3E3.0.CO%3B2-Q

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Price Discovery and Volatility Spillovers in the DJIA Index and Futures Markets

Disciplines

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