Volatility of spots and maturity effect in futures : an empirical investigation on Nikkei 225 index and futures /

مواد مشابهة

• A study of the volatility of Nikkei futures and cash indices /
  بواسطة: Takeno, Shin
  منشور في: (1994)
• The intraday patterns of the Nikkei 225 futures traded on the SIMEX /
  بواسطة: Chong, Chee Sang
  منشور في: (1996)
• A study of intraday stock index and futures prices using Markov chains /
  بواسطة: Wang, Shi Yun
  منشور في: (1997)
• The pricing of the Nikkei stock average futures contract on SIMEX /
  بواسطة: Lak, Poo Siang
  منشور في: (1988)
• Day-of-the week patterns of the spot and futures return of Nikkei stock index /
  بواسطة: Lean, Vincent
  منشور في: (1992)