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~person:"Wei, Peihwang P."
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Wei, Peihwang P.
McAleer, Michael
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Chang, Chia-Lin
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Huisman, Ronald
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Kilic, Mehtap
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Lanza, Alessandro
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Hammoudeh, Shawkat
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Rittler, Daniel
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Wang, Chien-Hsun
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Zuppiroli, Marco
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Javed, Farrukh
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Ledebur, Oliver von
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Lee, Chien-chiang
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Müller, Gernot
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Revoredo-Giha, Cesar
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Sarafrazi, Soodabeh
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Zerilli, Paola
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Abdić, Ademir
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Does futures exhibit maturity effect? New evidence from an extensive set of US and foreign futures contracts
Daal, Elton
;
Farhat, Joseph Basheer
;
Wei, Peihwang P.
-
2004
In a seminal article, Samuelson (1965) proposes the maturity effect that volatility of
futures
prices
should increase …
Persistent link: https://www.econbiz.de/10009468580
Saved in:
2
Does futures exhibit maturity effect? New evidence from an extensive set of US and foreign futures contracts
Daal, Elton
;
Farhat, Joseph Basheer
;
Wei, Peihwang P.
-
Department of Economics and Finance, College of …
-
2004
In a seminal article, Samuelson (1965) proposes the maturity effect that volatility of
futures
prices
should increase …
Persistent link: https://www.econbiz.de/10005628171
Saved in:
3
Reexamining the maturity effect using extensive futures data
Daal, Elton
;
Farhat, Joseph Basheer
;
Wei, Peihwang P.
-
Department of Economics and Finance, College of …
-
2003
In his seminal article, Samuelson (1965) proposes the maturity effect that volatility of
futures
prices
should increase …
Persistent link: https://www.econbiz.de/10005628170
Saved in:
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