PRICE VARIABILITY AND THE MATURITY EFFECT IN FUTURES MARKETS

被引：68

作者：

MILONAS, NT

机构：

来源：

关键词：

D O I：

10.1002/fut.3990060309

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：443 / 460

页数：18

共 21 条

[11] VARIABILITY OF FUTURES PRICES [J].

RUTLEDGE, DJS .

[12] IS REAL-WORLD PRICE A TALE TOLD BY IDIOT OF CHANCE [J].

SAMUELSON, PA .

[13]

SAMUELSON PA, 1965, IMR-IND MANAG REV, V6, P41

[14]

Stein J, 1979, RES FINANCE, V1, P225

[15]

TOMEK W, 1970, TEMPORAL RELATIONSHI, P137

[16]

WEYMAR HF, 1968, DYNAMICS WORLD COCOA, P131

[17]

WORKING H, 1948, THEORY INVERSE CARRY, P3

[18]

WORKING H, 1949, THEORY PRICE STORAGE, P25

[19]

WORKING H, 1977, SELECTED WRITINGS HO

[20]

WORKING H, 1970, EC FUNCTIONS FUTURES, P267