Contemporary and long-run correlations : a covariance component model and studies on the S&P 500 cash and futures markets
Gary G. J. Lee
| Year of publication: |
1999
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|---|---|
| Authors: | Lee, Gary G. J. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 19.1999, 8, p. 877-894
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| Subject: | Volatilität | Volatility | Aktienindex | Stock index | Index-Futures | Index futures | Multivariate Analyse | Multivariate analysis | USA | United States | 1982-1990 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of futures markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001443378