Härdle, Wolfgang; Cabrera, Brenda López - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2009
Wolfgang Karl H ardle, Brenda L opez Cabrera
CASE - Center for Applied Statistics and Economics
Humboldt-Universit at zu Berlin … exchange business
day at least two calendar days after the futures contract month. The accumulation period of each CAT index …