Volatility and maturity effects in the Nikkei index futures
Yen-Ju Chen; Jin-Chuan Duan; Mao-Wei Hung
| Year of publication: |
1999
|
|---|---|
| Authors: | Chen, Yen-ju ; Duan, Jin-Chuan ; Hung, Mao-Wei |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 19.1999, 8, p. 895-909
|
| Subject: | Index-Futures | Index futures | Volatilität | Volatility | Fälligkeit | Maturity | Japan | 1988-1996 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of futures markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001443384