Common volatility in S&P 500 stock index and S&P 500 index futures prices during October 1987
| Year of publication: |
1994
|
|---|---|
| Authors: | Arshanapalli, Bala ; Doukas, John |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 14.1994, 8, p. 915-925
|
| Publisher: |
John Wiley & Sons, Ltd. |