Price clustering in the Nikkei 225 stock index futures contract on the SIMEX : an intraday empirical analysis
Horace Chueh
| Year of publication: |
2000
|
|---|---|
| Authors: | Chueh, Horace |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 3.2000, 4, p. 519-533
|
| Subject: | Terminbörse | Futures exchange | Index-Futures | Index futures | Börsenkurs | Share price | ARCH-Modell | ARCH model | Schätzung | Estimation | Japan |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Review of Pacific Basin financial markets and policies |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001561953