Volatility and autocorrelation in European futures markets
(2007)
Journal Article
Katsikas, E. (2007). Volatility and autocorrelation in European futures markets. Managerial Finance, 33(3), 236-240. https://doi.org/10.1108/03074350710718301
Purpose – This paper seeks to investigate the relationship between volatility and autocorrelation in major European stock index futures markets. Design/methodology/approach – The methodology is based on the exponential autoregressive model with condi... Read More about Volatility and autocorrelation in European futures markets.