The Relation Between Volatility and Maturity in Futures Contracts

Katherine D. Miller

Data up to Jan 2025

Published1979

Citations22

References3

Fields

Economics Psychology Financial economics Econometrics Developmental psychology

Total Citations Per Year

Abstract

References (3)

Rank Correlation Methods.

1957 • 6,467 citations

Parameter Estimates for Symmetric Stable Distributions

1971 • 515 citations

The Effect of Maturity on Price Fluctuations

1956 • 12 citations

Cited By (0)

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