Publicaciones en colaboración con investigadores/as de University of St Andrews (2)

2013

  1. Does information help intra-day volatility forecasts?

    Journal of Forecasting, Vol. 32, Núm. 1, pp. 1-9

2008

  1. Efficiency of the IBEX spot-futures basis: The impact of the mini-futures

    Journal of Futures Markets, Vol. 28, Núm. 4, pp. 398-415