1995•Journal of Banking & FinanceRequires access

Futures trading, information and spot price volatility: evidence for the FTSE-100 stock index futures contract using GARCH

Antonios Antoniou, Phil Holmes

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Key concepts: Futures contract, Volatility (finance), Financial economics, Stock index futures, Economics, Autoregressive conditional heteroskedasticity, Stock market index, Spot market

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Futures trading, information and spot price volatility: evidence for the FTSE-100 stock index futures contract using GARCH — Research Paper | ScholarLens