Volatility and maturity effects in the Nikkei index futures

Journal of Futures Markets

Volumn 19, Issue 8, 1999, Pages 895-909

  Chen, Yen Ju ^a   Duan, Jin Chuan ^b   Hung, Mao Wei ^a  

^a NATIONAL TAIWAN UNIVERSITY   (Taiwan)

^b HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0005246237     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1096-9934(199912)19:8<895::AID-FUT3>3.0.CO;2-C     Document Type: Article

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