Volatility and maturity effects in the Nikkei index futures

Journal

Journal of Futures Markets

Journal Volume

19

Journal Issue

8

Pages

895-909

Date Issued

1999

Author(s)

Chen, Y.-J.

Duan, J.-C.

DOI

10.1002/(SICI)1096-9934(199912)19:8<895

URI

https://scholars.lib.ntu.edu.tw/handle/123456789/459475

URL

https://www.scopus.com/inward/record.uri?eid=2-s2.0-0005246237&doi=10.1002%2f%28SICI%291096-9934%28199912%2919%3a8%3c895%3a%3aAID-FUT3%3e3.0.CO%3b2-C&partnerID=40&md5=ce5d8a90f1c3a3946daabe08d4f84844

Type

journal article