附录二

Medical history. Supplement Pub Date : 2020-06-01 DOI:10.9783/9781512816631-008

John Pappalardo, P. J. Howard

{"title":"附录二","authors":"John Pappalardo, P. J. Howard","doi":"10.9783/9781512816631-008","DOIUrl":null,"url":null,"abstract":"Returns and Volatility Relationship between Futures and Spot Market in India 165 APPENDIX-II This appendix displays 5-min time plots of individual stocks for the period from June 1, 2012 to May 31, 2013. Following points must be noted:  CASH represents log prices of spot market in levels.  FUT represents log prices of futures market in level.  RC represents first difference of log prices (returns) of spot market.  RF represents first difference of log prices (returns) of futures market. ACC","PeriodicalId":74144,"journal":{"name":"Medical history. Supplement","volume":"1 1","pages":"163 - 164"},"PeriodicalIF":0.0000,"publicationDate":"2020-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"91","resultStr":"{\"title\":\"Appendix II\",\"authors\":\"John Pappalardo, P. J. Howard\",\"doi\":\"10.9783/9781512816631-008\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Returns and Volatility Relationship between Futures and Spot Market in India 165 APPENDIX-II This appendix displays 5-min time plots of individual stocks for the period from June 1, 2012 to May 31, 2013. Following points must be noted:  CASH represents log prices of spot market in levels.  FUT represents log prices of futures market in level.  RC represents first difference of log prices (returns) of spot market.  RF represents first difference of log prices (returns) of futures market. ACC\",\"PeriodicalId\":74144,\"journal\":{\"name\":\"Medical history. Supplement\",\"volume\":\"1 1\",\"pages\":\"163 - 164\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-06-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"91\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Medical history. Supplement\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.9783/9781512816631-008\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Medical history. Supplement","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.9783/9781512816631-008","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}

引用次数: 91

摘要

165附录ii本附录展示了2012年6月1日至2013年5月31日期间个股的5分钟时间图。必须注意以下几点:·现金代表现货市场的水平对数价格。FUT代表期货市场的水平对数价格。•RC表示现货市场原木价格(收益)的第一差值。·RF代表期货市场原木价格(收益)的第一差值。ACC

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Appendix II

Returns and Volatility Relationship between Futures and Spot Market in India 165 APPENDIX-II This appendix displays 5-min time plots of individual stocks for the period from June 1, 2012 to May 31, 2013. Following points must be noted:  CASH represents log prices of spot market in levels.  FUT represents log prices of futures market in level.  RC represents first difference of log prices (returns) of spot market.  RF represents first difference of log prices (returns) of futures market. ACC

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Medical history. Supplement

自引率

0.00%

发文量