Price clustering in the Nikkei 225 stock index futures contract on the SIMEX : an intraday empirical analysis
Horace Chueh
| Year of publication: |
2000
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|---|---|
| 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
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| Subject: | Terminbörse | Futures exchange | Index-Futures | Index futures | Börsenkurs | Share price | ARCH-Modell | ARCH model | Schätzung | Estimation | Japan |