The innovations of e-mini contracts and futures price volatility components : the empirical investigation of S&P 500 stock index futures
Anthony H. Tu; Ming-chun Wang
| Year of publication: |
2007
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|---|---|
| Authors: | Tu, Anthony H. ; Wang, Ming-chun |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 17.2007, 2, p. 198-211
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| Subject: | Finanzprodukt | Financial product | Index-Futures | Index futures | Volatilität | Volatility | Aktienindex | Stock index | USA | United States | 1997-2002 |
| 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/10003441638