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The pricing of stock index futures | Researchclopedia

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The pricing of stock index futures

1983186 citationsJournal Article

Authors

Bradford Cornell · Cornell University

Kenneth R. French · Education & Research Foundation

Topics & Keywords

Stochastic processes and financial applications Financial Markets and Investment Strategies Complex Systems and Time Series Analysis

Publication Details

Published in: Journal of Futures Markets

Volume 3, Issue 1, pp. 1-14

DOI: 10.1002/fut.3990030102

Field-Weighted Citation Impact: 3.69