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Is There a Term Structure of Futures Volatilities? Reevaluating the Samuelson Hypothesis
Bessembinder, Hendrik (Hank), Coughenour, Jay F., Seguin, Paul J., Smoller, MargaretYear:
1996
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.666
File:
PDF, 242 KB
english, 1996