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Option‐based evidence of the nonstationarity of expected S&P 500 futures price distributions
Author(s) -
Sherrick Bruce J.,
Irwin Scott H.,
Forster D. Lynn
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.3990120304
Subject(s) - futures contract , citation , associate editor , state (computer science) , library science , law and economics , sociology , economics , computer science , financial economics , algorithm
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