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Futures trading and spot price volatility : evidence for Brent crude oil using GARCH

Author: Antonios Antoniou; Andrew Foster; Brunel University. Centre for Empirical Research in Finance.
Publisher: [Uxbridge] : Centre for Empirical Research in Finance, Brunel University, 1991.
Series: Discussion paper (Brunel University. Centre for Empirical Research in Finance, 91-02.
Edition/Format:   Print book : English
Database:WorldCat
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Document Type: Book
All Authors / Contributors: Antonios Antoniou; Andrew Foster; Brunel University. Centre for Empirical Research in Finance.
OCLC Number: 57132806
Description: 23 pages : illustrations ; 21 cm.
Series Title: Discussion paper (Brunel University. Centre for Empirical Research in Finance, 91-02.
Responsibility: by Antonios Antoniou and Andrew Foster.

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