Monthly seasonality of the returns and volatility of the IBEX-35 index and its futures contract
Year of publication: |
2003
|
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Authors: | Aragó-Manzana, Vicent ; Fernández Izquierdo, María Ángeles |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 10.2003, 3, p. 129-133
|
Subject: | Volatilität | Volatility | Saisonale Schwankungen | Seasonal variations | Kapitaleinkommen | Capital income | Derivat | Derivative |
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