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
14
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