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Output details

19 - Business and Management Studies

Output 30 of 230 in the submission

Article title

Asymmetries, causality and correlation between FTSE100 spot and futures: A DCC-TGARCH-M analysis

Type

D - Journal article

DOI

Title of journal

International Review of Financial Analysis

Article number

Volume number

Issue number

First page of article

ISSN of journal

1057-5219

Year of publication

2012

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

None

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract