Multifactor Index Variance: The Case of the SPX 2000 to 2010
| Year of publication: |
2013
|
|---|---|
| Authors: | Neururer, Thaddeus ; Kumiega, Andrew |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 33.2013, 2, p. 158-182
|
| Publisher: |
John Wiley & Sons, Ltd. |