Regime switching in stock index and futures markets : a note on the NIKKEI evidence
Angelos Kanas
| Year of publication: |
2009
|
|---|---|
| Authors: | Kanas, Angelos |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 14.2009, 4, p. 394-399
|
| Subject: | Stock index futures | regime switching | time-varying transition | Japan | Index-Futures | Index futures | Aktienindex | Stock index | Börsenkurs | Share price |
| 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/10003902073