Testing the mixture-of-distributions hypothesis using "realized" volatility
James C. Luu; Martin Martens
| Year of publication: |
2003
|
|---|---|
| Authors: | Luu, James C. ; Martens, Martin |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 23.2002, 7, p. 661-679
|
| Subject: | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Index-Futures | Index futures | USA | United States |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001769720