Volatility and trading demands in stock index futures
Year of publication: |
2003
|
---|---|
Authors: | Pan, Ming-Shiun ; Liu, Y. Angela ; Roth, Herbert J. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 23.2002, 4, p. 399-414
|
Subject: | Index-Futures | Index futures | Volatilität | Volatility | Hedging | Risikoprämie | Risk premium | USA | United States |
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