A test of calendar seasonalities in stock market risk implied from index futures options
Giovanni Barone-Adesi and Don Cyr
| Year of publication: |
1994
|
|---|---|
| Authors: | Barone-Adesi, Giovanni |
| Other Persons: | Cyr, Don J. (contributor) |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 3.1994, 3, p. 327-340
|
| Subject: | Index-Futures | Index futures | USA | United States | Saisonale Schwankungen | Seasonal variations |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001177829