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Common volatility in S&P 500 stock index and S&P 500 index futures prices during October 1987
Author(s) -
Arshanapalli Bala,
Doukas John
Publication year - 1994
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.3990140805
Subject(s) - dominion , futures contract , index (typography) , stock index futures , stock (firearms) , volatility (finance) , economics , stock market index , financial economics , history , political science , stock market , law , computer science , archaeology , context (archaeology) , world wide web
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