The intraday multivariate structure of the Eurofutures markets

Giuseppe Ballocchi, Michel Dacorogna, Carl M. Hopman, Ulrich A. Muller and Richard Olsen ()

Journal of Empirical Finance, 1999, vol. 6, issue 5, pages 479-513

Date: 1999

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Journal of Empirical Finance is edited by R. T. Baillie, G. Bekaert, W. Ferson, F. C. Palm, Th. J. Vermaelen and C. C. P. Wolff

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