Market uncertainty, expected volatility and the mispricing of S&P 500 index futures
| Autor: | Tu, Anthony H., Hsieh, Wen-Liang G., Wu, Wei-Shao |
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| Zdroj: | In Journal of Empirical Finance January 2016 35:78-98 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Tu, Anthony H., Hsieh, Wen-Liang G., Wu, Wei-Shao |
|---|---|
| Zdroj: | In Journal of Empirical Finance January 2016 35:78-98 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect