مرکز منطقه ای اطلاع رساني علوم و فناوري - The innovations of e-mini contracts and futures price volatility components: The empirical investigation of S&P 500 stock index futures

Title of article :

The innovations of e-mini contracts and futures price volatility components: The empirical investigation of S&P 500 stock index futures

Author/Authors :

Anthony H. Tu، نويسنده , , Ming-Chun Wang، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

198

To page :

211

Keywords :

Kalman filter , Stock index futures , Stochastic volatility model

Journal title :

Journal of International Financial Markets, Institutions and Money

Serial Year :

2007

Journal title :

Journal of International Financial Markets, Institutions and Money

Record number :

189779

Link To Document :