Common Volatility in S&P 500 Stock Index and S&P 500 Index Futures Prices During October 1987
| Year of publication: |
1994
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|---|---|
| Authors: | Arshanapalli, Bala ; Doukas, John |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 14.1994, 8, p. 915-926
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