Option-based evidence of the nonstationarity of expected S&P 500 futures price distributions
Year of publication: |
1992
|
---|---|
Authors: | Sherrick, Bruce J. |
Other Persons: | Irwin, Scott H. (contributor) ; Forster, D. L. (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 12.1992, 3, p. 275-290
|
Subject: | Index-Futures | Index futures | Erwartungsbildung | Expectation formation | CAPM | Theorie | Theory | USA | United States | 1984-1988 |
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