Time-to-expiry seasonalities in eurofutures
Year of publication: |
2000 ; [Elektronische Ressource]
|
---|---|
Authors: | Ballocchi, Giuseppe ; Dacorogna, Michel M. ; Gençay, Ramazan ; Piccinato, Barbara |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 4.2000, 4, p. 227-231
|
Subject: | Euromarkt | Euromarkets | Derivat | Derivative | Saisonale Schwankungen | Seasonal variations | Volatilität | Volatility | Großbritannien | United Kingdom |
-
Seasonality in Eurodollar interest rates
Rustichini, Aldo, (1981)
-
Unspanned stochastic volatility in affine models : evidence from eurodollar futures and options
Bikbov, Ruslan, (2009)
-
Essays in asset pricing and macroeconomics
Bikbov, Ruslan, (2006)
- More ...
-
Intraday Statistical Properties of Eurofutures
Gencay, Ramazan, (1999)
-
A Closer Look at the Eurofutures Market : Intraday Statistical Analysis
Piccinato, Barbara, (1998)
-
Time-to-Expiry Seasonalities in Eurofutures
Ballocchi, Giuseppe, (2001)
- More ...