An integrated time series cross-contract analysis of the option on index futures
By: Steven M. Hotopp, William Stacy Maloney, Cheng-few Lee
Contributors: Maloney, William Stacy; Lee, Cheng F.; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration; University of Illinois at Urbana-Champaign. Bureau of Economic and Business Research
Series: BEBR faculty working paper -- no. 1162; BEBR faculty working paper -- no. 1162.
Publisher: University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
Published: 1985
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 46
Subjects: Marketing; Time-series analysis; Stock price indexes; Mathematical models
Notes: Bibliography: p. 35-37.