Does the S&P 500 futures mispricing series exhibit nonlinear dependence across time?
Ravi Vaidyanathan ; Tim Krehbiel
| Year of publication: |
1992
|
|---|---|
| Authors: | Vaidyanathan, Ravi |
| Other Persons: | Krehbiel, Timothy L. (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 12.1992, 6, p. 659-677
|
| Subject: | Index-Futures | Index futures | USA | United States | 1983-1987 |
| 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/10001133905