| dc.contributor.advisor | Lucey, Brian | |
| dc.contributor.author | Eastman, Alexander Miles | |
| dc.date.accessioned | 2016-12-14T15:49:14Z | |
| dc.date.available | 2016-12-14T15:49:14Z | |
| dc.date.issued | 2009 | |
| dc.identifier.citation | Alexander Miles Eastman, 'Returns and information flow in futures markets and their relation to the behaviour of volatility and symmetry measures : an analysis utilizing VAR and GARCH modelling', [thesis], Trinity College (Dublin, Ireland). Trinity Business School, 2009, pp 370 | |
| dc.identifier.other | THESIS 8730 | |
| dc.description.abstract | This dissertation examines the behaviour of futures returns and change in volume (information flow) across a wide selection of market sectors encompassing multiple contracts within each sector. The contracts examined represent agriculture, currency, industrial, equity, and interest rate market sectors allowing broad analyses to be performed. | |
| dc.format | 1 volume | |
| dc.language.iso | en | |
| dc.publisher | Trinity College (Dublin, Ireland). Trinity Business School | |
| dc.relation.isversionof | http://stella.catalogue.tcd.ie/iii/encore/record/C__Rb13904603 | |
| dc.subject | Business, Ph.D. | |
| dc.subject | Ph.D. Trinity College Dublin | |
| dc.title | Returns and information flow in futures markets and their relation to the behaviour of volatility and symmetry measures : an analysis utilizing VAR and GARCH modelling | |
| dc.type | thesis | |
| dc.type.supercollection | thesis_dissertations | |
| dc.type.supercollection | refereed_publications | |
| dc.type.qualificationlevel | Doctoral | |
| dc.type.qualificationname | Doctor of Philosophy (Ph.D.) | |
| dc.rights.ecaccessrights | openAccess | |
| dc.format.extentpagination | pp 370 | |
| dc.description.note | TARA (Trinity’s Access to Research Archive) has a robust takedown policy. Please contact us if you have any concerns: rssadmin@tcd.ie | |
| dc.identifier.uri | http://hdl.handle.net/2262/78368 | |
