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Intraday-Volatilität und Expiration-Day-Effekte bei DAX, IBIS-DAX und DAX-Future
Röder, Klaus (1996) Intraday-Volatilität und Expiration-Day-Effekte bei DAX, IBIS-DAX und DAX-Future. Finanzmarkt und Portfolio-Management 10 (4), pp. 463-477.Date of publication of this fulltext: 05 Aug 2009 13:59
Article
DOI to cite this document: 10.5283/epub.8317
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Details
| Item type | Article |
| Journal or Publication Title | Finanzmarkt und Portfolio-Management |
| Volume: | 10 |
|---|---|
| Number of Issue or Book Chapter: | 4 |
| Page Range: | pp. 463-477 |
| Date | 1996 |
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzdienstleistungen (Prof. Dr. Klaus Röder) |
| Interdisciplinary Subject Network | Immobilien- und Kapitalmärkte |
| Dewey Decimal Classification | 300 Social sciences > 330 Economics |
| Status | Published |
| Refereed | Unknown |
| Created at the University of Regensburg | Unknown |
| URN of the UB Regensburg | urn:nbn:de:bvb:355-epub-83176 |
| Item ID | 8317 |
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