A test of calendar seasonalities in stock market risk implied from index futures options
Year of publication: |
1994
|
---|---|
Authors: | Barone-Adesi, Giovanni |
Other Persons: | Cyr, Don J. (contributor) |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 3.1994, 3, p. 327-340
|
Subject: | Index-Futures | Index futures | USA | United States | Saisonale Schwankungen | Seasonal variations |
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