Predicting the limit-hit frequency in futures contracts
Year of publication: |
2013
|
---|---|
Authors: | Levy, Tamir ; Qadan, Mahmod ; Yagil, Joseph |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 30.2013, p. 141-148
|
Subject: | Limit pricing | Limit regime | Limit-hit frequency | Futures contracts | Derivat | Derivative | Prognoseverfahren | Forecasting model | Börsenkurs | Share price |
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