Investigations of volatility in intra-day UK futures market data
The aim of this study is to provide a systematic investigation of volatility in high-frequency intra-day financial futures data. There are several motivations for such a study. First, to examine whether the empirical results achieved with daily and lower frequency data, for example, the high persist...
| Main Author: | |
|---|---|
| Published: |
Swansea University
1998
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.638162 |