## Abstract Derivative contracts have a finite life limited by their maturity. The construction of continuous series, however, is crucial for academic and trading purposes. In this study, we analyze the relevance of the choice of the rollover date, defined as the point in time when we switch from t
An optimal price index for stock index futures contracts
β Scribed by Rougier, Jonathan
- Publisher
- John Wiley and Sons
- Year
- 1996
- Tongue
- English
- Weight
- 461 KB
- Volume
- 16
- Category
- Article
- ISSN
- 0270-7314
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
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