Intra-day periodicity, temporal aggregation and time-to-maturity in FTSE-100 index futures volatility

Author： McMillan David G.   Speight Alan E. H.  

Publisher： Routledge Ltd

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.14, Iss.4, 2004-01, pp. : 253-263

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