Forecasting volatility of futures market: the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility 1

Author： Noh Jaesun   Kim Tae-Hwan  

Publisher： Routledge Ltd

ISSN： 1466-4283

Source： Applied Economics, Vol.38, Iss.4, 2006-03, pp. : 395-413

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