Daily and intradaily tests of European put-call parity
Avraham Kamara and Thomas W. Miller, Jr
| Year of publication: |
1995
|
|---|---|
| Authors: | Kamara, Avraham |
| Other Persons: | Miller, Thomas W. (contributor) |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 30.1995, 4, p. 519-539
|
| Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Optionsgeschäft | Option trading | Theorie | Theory | Index-Futures | Index futures | Schätzung | Estimation | USA | United States | 1986-1984 |
| Extent: | Graph. Darst |
|---|---|
| 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/10001217189