Mean Reversion in Stock Index Futures Markets: A Nonlinear Analysis
| Year of publication: |
2002
|
|---|---|
| Authors: | Monoyios, Michael ; Sarno, Lucio |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 22.2002, 4, p. 285-314
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