Examens corriges

Volatility Impact of Stock Index Futures Trading - A Revised Analysis

We examine the volatility impact of. DAX futures trading covering a data sample from January 1, 1970 to May 1, 2009 applying two approaches.



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Volatility Impact of Stock Index Futures Trading - Fernuni Hagen
First, we test for a structural break in the long-term volatility of DAX returns before and after the listening of the DAX futures contract.
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