Cointegration and error correction models : intertemporal causality between index and futures prices
Asim Ghosh
| Year of publication: |
1993
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|---|---|
| Authors: | Ghosh, Asim K. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 13.1993, 2, p. 193-198
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| Subject: | Derivat | Derivative | Indexbindung | Indexation | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Theorie | Theory | USA | United States | 1988 |
| 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://ebvufind01.dmz1.zbw.eu/10001141884