University of Illinois Urbana-Champaign

An integrated time series cross-contract analysis of the option on index futures

Hotopp, Steven M.; Maloney, William Stacy; Lee, Cheng F.

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https://hdl.handle.net/2142/28897

Description

Title
An integrated time series cross-contract analysis of the option on index futures
Author(s)
  • Hotopp, Steven M.
  • Maloney, William Stacy
  • Lee, Cheng F.
Issue Date
1985-07
Keyword(s)
  • Marketing -- Mathematical models
  • Time-series analysis
  • Stock price indexes -- Mathematical models
Publisher
Urbana, Ill. : Bureau of Economic and Business Research. College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Series/Report Name or Number
BEBR faculty working paper ; no. 1162
Type of Resource
text
Language
eng
Permalink
http://hdl.handle.net/2142/28897
Has Version(s)
  • http://hdl.handle.net/10111/UIUCOCA:integratedtimese1162hoto
  • http://www.archive.org/details/integratedtimese1162hoto
Copyright and License Information
  • In copyright. Digitized with permission of the University of Illinois Board of Trustees. Contact digicc@library.illinois.edu for information.
  • Copyright July 1985 Board of Trustees University of Illinois.

Owning Collections

Faculty Working Paper - Bureau of Economic and Business Research PRIMARY