STOCK INDEX FUTURES CONTRACTS AND SEPARABILITY OF RETURNS

被引：1

作者：

HERBST, AF

ORDWAY, NO

机构：

[1] COLUMBIA UNIV,CTR STUDY FUTURES MARKET,NEW YORK,NY 10027

[2] UNIV HAWAII,HAWAII CHAIR REAL ESTATE,HONOLULU,HI 96822

来源：

JOURNAL OF FUTURES MARKETS | 1984年 / 4卷 / 01期

关键词：

D O I：

10.1002/fut.3990040110

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：87 / 102

页数：16

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