Volume determination in stock and stock index futures markets : an analysis of arbitrage and volatility effects
John J. Merrick, Jr.
| Year of publication: |
1987
|
|---|---|
| Authors: | Merrick, John J. |
| Publisher: |
Philadelphia |
| Subject: | Index-Futures | Index futures | Volatilität | Volatility | Arbitrage | Derivat | Derivative | Schätzung | Estimation | Theorie | Theory | Börsenkurs | Share price |
| Extent: | 35 S |
|---|---|
| Series: | Working papers / Federal Reserve Bank of Philadelphia. - Philadelphia, Pa., ZDB-ID 2142222-9. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 23 - 24 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000741962