Arbitrage, market definition and monitoring : a time series approach
John Hunter & Simon Burke
| Year of publication: |
2014
|
|---|---|
| Authors: | Hunter, John ; Burke, Simon P. |
| Published in: |
International journal of applied economics and econometrics : IJAEE. - Bangalore : Rajalakshmi, ISSN 0971-8281, ZDB-ID 2065523-X. - Vol. 22.2014, 4, p. 1-38
|
| Subject: | Arbitrage | Cointegration | Competition | Equilibrium Price Adjustment | Stationarity | Stochastic trend | Weak Exogeneity | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Kointegration | Stochastischer Prozess | Stochastic process | Arbitrage Pricing | Arbitrage pricing |
| 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/10010396226