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Estimating the volatility of S&P 500 futures prices using the extreme‐value method
Author(s) -
Wiggins James B.
Publication year - 1992
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990120303
Subject(s) - futures contract , financial economics , economics , volatility (finance)
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