On some sample path properties of intra-day futures prices
By: by Salih N. Neftci and Andrew J. Policano
Contributors: Policano, Andrew J.; Columbia University. Center for the Study of Futures Markets
Series: Working paper series -- CSFM-126; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-126
Publisher: Center for the Study of Futures Markets, Columbia Business School
Published: 1986
Place of publication: New York]
Language: eng
Number of pages: 21
Notes: Bibliography: p. [21].