Intraday volatility in international stock index futures markets
研究了1988-1994年间美国、英国和日本股指期货市场日内价格波动的国际传导机制，适合关注市场联动和波动溢出效应的研究者。
The international transmission of intraday price volatility among the United States, United Kingdom, and Japanese stock index futures markets in the period 1988-1994 is investigated in this paper. ...