A threshold error-correction model for intraday futures and index returns
Martin Martens, Paul Kofman and Ton C. F. Vorst
| Year of publication: |
1998
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|---|---|
| Authors: | Martens, Martin |
| Other Persons: | Kofman, Paul (contributor) ; Vorst, Ton (contributor) |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 13.1998, 3, p. 245-263
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| Subject: | Index-Futures | Index futures | Arbitrage | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | USA | United States |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001244202