2Bologna, P. and Cavallo, L., 2002, "Does the Introduction of Stock Index Futures Effectively Reduce Stock Market Volatility? Is the 'Futures Effect' Immediate? Evidence from the Italian Stock Exchange using GARCH", Applied Financial Economics, 12(3), pp.183-192.
3Chang E.C., Cheng J. W., and Pinegar J. M., 1999, "Does Futures Trading Increases Stock Market Volatility? The-case of the Nikkei Stock Index Futures Markets", Journal of Banking and Finance, 23, pp.727-753.
4Damodaran A., 1990, "Index Futures and Stock Market Volatility". Review of Futures Markets, 9, pp.442-457.
5Edwards F R., 1988, "Does Futures Trading Increase Stock Market Volatility?". Financial Analysts Journal, 44(1),pp.63-69.
6Kenneth C. F., 1978, "GNMA futures: Stabilizing or Destabilizing?," Economic Review, Federal Reserve Bank of San Francisco, Spring, pp.20-29.
7Garman, M. B, and Klass, M.,1980, On The Estimation of Security Price Volatilities from Historical Data[J], Journal of business, 53(1), pp.67-78.
8Magdon-Ismail, M. and Atiya, A. F., 2000, Volatility Estimation Using High, Low and Llose Data- a Maximum Likelihood Approach. Computational Finance, Proceedings, pp. 1-6.
9Robinson G.,, 1994, "The Effects of Futures Trading on Cash Market Volatility: Evidence from the London Stock Exchange", Review of Futures Markets, 13, pp.429-452.
