Estimating the volatility of S&P 500 futures prices using the extreme-value method
James B. Wiggins
| Year of publication: |
1992
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|---|---|
| Authors: | Wiggins, James B. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 12.1992, 3, p. 265-273
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| Subject: | Index-Futures | Index futures | CAPM | Schätztheorie | Estimation theory | Theorie | Theory | USA | United States | 1982-1989 |
| 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://ebvufind01.dmz1.zbw.eu/10001125677