COMMON VOLATILITY IN STANDARD-AND-POOR-500 STOCK INDEX AND STANDARD-AND-POOR-500 INDEX FUTURES PRICES DURING OCTOBER 1987

被引：12
|
作者：
ARSHANPALLI, B [1 ]
DOUKAS, J [1 ]
机构：
[1] OLD DOMINION UNIV, NORFOLK, VA 23508 USA
来源：
JOURNAL OF FUTURES MARKETS | 1994年 / 14卷 / 08期
关键词：
D O I：
10.1002/fut.3990140805
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页码：915 / 925
页数：11
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