Predicting the limit-hit frequency in futures contracts
Tamir Levy; Mahmod Qadan; Joseph Yagil
| 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 | Theorie | Theory | Börsenkurs | Share price | Rohstoffderivat | Commodity derivative |
| 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/10010460326