Nonlinear dynamics in arbitrage of the S&P 500 index and futures: A threshold error-correction model
| Year of publication: |
2010
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|---|---|
| Authors: | Berrios, J. De J. ; Morales, P. ; Cámara, M. ; Sánchez-Mata, M.C. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 27.2010, 2, p. 566-574
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