Common volatility in S&P 500 stock index and S&P 500 index futures prices during October 1987
Bala Arshanapalli ; John Doukas
| Year of publication: |
1994
|
|---|---|
| Authors: | Arshanapalli, Bala Gangadhar |
| Other Persons: | Doukas, John A. (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 14.1994, 8, p. 915-925
|
| Subject: | Aktienindex | Stock index | Index-Futures | Index futures | Börsenkurs | Share price | USA | United States | 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/10001173367