Time-to-Expiry Seasonalities in Eurofutures (Q3368262)
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scientific article; zbMATH DE number 5002327
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Time-to-Expiry Seasonalities in Eurofutures |
scientific article; zbMATH DE number 5002327 |
Statements
Time-to-Expiry Seasonalities in Eurofutures (English)
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27 January 2006
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Eurofutures
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intraday seasonality
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intraday volatility
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time-to-expiry seasonality
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0.7363171577453613
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0.6868153214454651
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0.6822696328163147
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0.6807428002357483
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0.6793021559715271
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