Relations intrajournalières entre l'indice CAC 40 et les options sur indice

Gunther Capelle-Blancard and Séverine Vandelanoite
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Séverine Vandelanoite: TEAM - Théories et Applications en Microéconomie et Macroéconomie - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique

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Keywords: Causalité linéaire et non linéaire; MONEP; Produits dérivés (search for similar items in EconPapers)
Date: 2002
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Published in Annales d'Economie et de Statistique, 2002, 66, pp.143-177

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Working Paper: Relations intrajournalières entre l'indice CAC 40 et les options sur indice (2002)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00265675

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