Speight A,Mcmillan D,ap Gwilym O.Intra-day volatility components in FTSE-100 stock index futures. The Journal of Finance . 2000Speight, A. E. H., D. G. McMillan, and O. Ap Gwilym, 2000, Intra-day volatility components in FTSE-100 stock index futures, Journal of Futures Markets 20, ...
Intra‐day volatility components in FTSE‐100 stock index futures, Journal of Futures Markets 20, 425-444.Speight A. E. H., McMillan, D. C. and Gwilym, O. A. P. (2000), "Intra-day volatility components in FTSE-100 stock index futures," Journal of Futures Markets, 20, 425-444....