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: |
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: |