1Abhyankar. Return and Volatility Dynamics in the FTSE100 Stock Index and Stock Index Futures Markets[J]. The Journal of Futures Markets, 1995,15(4), 457 - 488.
2Antoniou, A., Holmes. Futures Trading, Information and Spot Price Volatility: Evidence for the F'FSE- 100 Stock Index Futures Contract Using GARCH [ J ]. Journal of Banking & Finance, 1995.
3David G. McMillan, Alan E. H. Speigh. Asymmetric volatility dynamics in high frequency FTSE - 100 stock index futures[J]. Applied Financial Economics,2003.
