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Volatility Patterns and Spillovers in Bund Futures

Philip Hans Franses, R. Van Ieperen, P. Kofman, M. Martens and Albert Menkveld

No 16/94, Monash Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics

Keywords: financial markets; volatility (search for similar items in EconPapers)
Date: 1994
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