The innovations of e-mini contracts and futures price volatility components: The empirical investigation of S&P 500 stock index futures
| Year of publication: |
2007
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|---|---|
| Authors: | Tu, Anthony H. ; Wang, Ming-Chun |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 11173178. - Vol. 17.2007, 2, p. 198
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