A time series test of calendar seasonalities in the S & P 500 index since the introduction of index derivative securities
Don Cyr ; Tanya Llewellyn
| Year of publication: |
1994
|
|---|---|
| Authors: | Cyr, Don J. |
| Other Persons: | Llewellyn, Tanya (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 14.1994, 5, p. 511-529
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| Subject: | Börsenkurs | Share price | Derivat | Derivative | Aktienindex | Stock index | Index-Futures | Index futures | Zeitreihenanalyse | Time series analysis | S&P 500 | USA | United States | 1977-1991 |
| 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://www.econbiz.de/10001169818