A Threshold Error-correction Model for Intraday Futures and Index Returns
| Year of publication: |
1998
|
|---|---|
| Authors: | Martens, M. ; Kofman, P. ; Vorst, T.C.F. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 13.1998, 3, p. 245-264
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