DOI10.1007/s10690-007-9035-zzbMath1131.91342OpenAlexW1991723312MaRDI QIDQ878218
Elia Alfay, Steven Li
Publication date: 26 April 2007 Published in: Asia-Pacific Financial Markets (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1007/s10690-007-9035-z
zbMATH Keywords
optionsfuturesmarket efficiencyput-call-futures paritySPI index
Mathematics Subject Classification ID
Statistical methods; economic indices and measures (91B82)
