The dynamics of S&P 500 index and S&P 500 futures intraday price volatilities
Yin-wong Cheung and Lilian K. Ng
| Year of publication: |
1990
|
|---|---|
| Authors: | Cheung, Yin-Wong |
| Other Persons: | Ng, Lilian K. (contributor) |
| Published in: |
Review of futures markets. - Chicago, Ill. : Board, ISSN 0898-011X, ZDB-ID 1013133-4. - Vol. 9.1990, 2, p. 458-486
|
| Subject: | Derivat | Derivative | Index-Futures | Index futures | Börsenkurs | Share price | USA | United States | 1982-1987 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Kommentare S. 487 - 497 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001124321