An intraweek seasonality in the implied volatilities of individual and index options
Joel N. Morse
| Year of publication: |
1991
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|---|---|
| Authors: | Morse, Joel N. |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 26.1991, 3, p. 319-341
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| Subject: | Kapitaleinkommen | Capital income | Index-Futures | Index futures | USA | United States | Saisonale Schwankungen | Seasonal variations | 1984-1987 |
| 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/10001143187