Margaret Smoller

Wayne State University

Prof.

Detroit, MI 48202

United States

SCHOLARLY PAPERS

3

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CITATIONS
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8

Scholarly Papers (3)

1.

Is There a Term Structure of Futures Volatilities? Reevaluating the Samuelson Hypothesis

Number of pages: 28 Posted: 07 Nov 1996
Arizona State University, University of Delaware - Department of Finance, University of Minnesota - Twin Cities - Carlson School of Management and Wayne State University
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Citation 8

Abstract:

2.

Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure

Posted: 06 Sep 1999
Arizona State University, University of Delaware - Department of Finance, Wayne State University and University of Minnesota - Twin Cities - Carlson School of Management

Abstract:

3.

Futures Price Volatility and Spot Price Stationarity: Reevaluating the Samuelson Hypothesis

Posted: 10 Oct 1998
Arizona State University, University of Delaware - Department of Finance, University of Minnesota - Twin Cities - Carlson School of Management and Wayne State University

Abstract: