## Abstract This article provides empirical evidence on the intraday relation between spot volatility and trading volume in the Spanish stock index futures market. GARCH methodology is used to estimate spot volatility. We analyze the potential relation between spot and futures trading volume and sp
Volatility linkages in the spot and futures market in Australia: a copula approach
โ Scribed by Nguyen, Cuong; Bhatti, M. Ishaq; Hayat, Aziz
- Book ID
- 121423423
- Publisher
- Springer Netherlands
- Year
- 2013
- Tongue
- English
- Weight
- 546 KB
- Volume
- 48
- Category
- Article
- ISSN
- 0033-5177
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