Economic significance of the predictable movements in futures returns
Year of publication: |
2002
|
---|---|
Authors: | Miffre, Joëlle |
Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 31.2002, 1, p. 125-142
|
Subject: | Derivat | Derivative | Risikoprämie | Risk premium | Effizienzmarkthypothese | Efficient market hypothesis | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Theorie | Theory |
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