Measuring and forecasting S&P 500 index-futures volatility using high-frequency data
Article first published online: 3 APR 2002
Copyright © 2002 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 22, Issue 6, pages 497–518, June 2002
How to Cite
Martens, M. (2002), Measuring and forecasting S&P 500 index-futures volatility using high-frequency data. J. Fut. Mark., 22: 497–518. doi: 10.1002/fut.10016
- Issue published online: 3 APR 2002
- Article first published online: 3 APR 2002
- Manuscript Accepted: SEP 2001
- Manuscript Received: MAY 2000
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