State space modeling of price and volume dependence : evidence from currency futures
Joseph McCarthy ; Mohammad Najand
| Year of publication: |
1993
|
|---|---|
| Authors: | McCarthy, Joseph |
| Other Persons: | Najand, Mohammad (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 13.1993, 4, p. 335-344
|
| Subject: | Währungsderivat | Currency derivative | Zeitreihenanalyse | Time series analysis | Theorie | Theory | USA | United States | 1979-1990 |
| 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/10001145984