Time to maturity in the basis of stock market indices: Evidence from the S&P 500 and the MMI-Reference-Cited by-同舟云学术

Time to maturity in the basis of stock market indices: Evidence from the S&P 500 and the MMI

Published:1998-09 Issue:3 Volume:5 Page:177-195
ISSN:0927-5398
Container-title:Journal of Empirical Finance
language:en
Short-container-title:Journal of Empirical Finance

Author:

Beaulieu Marie-Claude

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference30 articles.

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5. ARCH modelling in finance: a review of the theory and empirical evidence;Bollerslev;Journal of Econometrics,1992

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