附录二

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

John Pappalardo, P. J. Howard

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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

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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

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