Price dynamics and error correction in stock index and stock index futures markets : a cointegration approach
Mahmoud Wahab ; Malek Lashgari
| Year of publication: |
1993
|
|---|---|
| Authors: | Wahab, Mamoud S. |
| Other Persons: | Lashgari, Malek K. (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 13.1993, 7, p. 711-742
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| Subject: | Börsenkurs | Share price | Derivat | Derivative | Index-Futures | Index futures | Zeitreihenanalyse | Time series analysis | USA | United States | 1988-1992 |
| 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/10001152239