Lower-boundary violations and market efficiency : evidence from the German DAX-index options markets
Stefan Mittnik; Sascha Rieken
| Year of publication: |
2000
|
|---|---|
| Authors: | Mittnik, Stefan ; Rieken, Sascha |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 20.2000, 5, p. 405-424
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| Subject: | Index-Futures | Index futures | Effizienzmarkthypothese | Efficient market hypothesis | Optionspreistheorie | Option pricing theory | Arbitrage | Strategie | Strategy | Schätzung | Estimation | Theorie | Theory | Deutschland | Germany | 1992-1995 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of futures markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001500108