Is there a term structure of futures volatilities? : Reevaluating the Samuelson hypothesis
Hendrik Bessembinder ..
| Year of publication: |
1996
|
|---|---|
| Authors: | Bessembinder, Hendrik ; Coughenour, Jay F. ; Seguin, Paul John ; Smoller, Margaret Monroe |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 4.1996, 2, p. 45-58
|
| Subject: | Derivat | Derivative | Volatilität | Volatility | Zinsstruktur | Yield curve | Theorie | Theory | USA | United States | 1982-1991 |
| 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/10001214072