Time-to-Expiry Seasonalities in Eurofutures
Year of publication: |
2007
|
---|---|
Authors: | Ballocchi, Giuseppe ; Dacorogna, Michael ; Ramazan Gençay ; Piccinato, Barbara |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 4.2007, 4, p. 19-32
|
Publisher: |
Berkeley Electronic Press |
Subject: | Eurofutures | intraday seasonality | intraday volatility | time-to-expiry seasonality |
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