The Effect Of Futures Trading Activity On The Distribution Of Spot Market Returns
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- Abdul Hakim & Michael McAleer, 2009.
"VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds,"
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More about this item
KeywordsMercados de Futuros; Transmisión de volatilidad; Estimación kernel Futures markets; Volatility transmission; Kernel smoothing;
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