Volatility and Maturity Effects in the Nikkei Index Futures
| Year of publication: |
1999
|
|---|---|
| Authors: | Chen, Yen-Ju ; Duan, Jin-Chuan ; Hung, Mao-Wei |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 19.1999, 8, p. 895-910
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