Stochastic dominance relationships between stock and stock index futures markets : international evidence
Year of publication: |
2013
|
---|---|
Authors: | Qiao, Zhuo ; Wong, Wing Keung ; Fung, Joseph K. W. |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 33.2013, p. 552-559
|
Subject: | Stochastic dominance | Risk averter | Risk seeker | Stock | Index futures | Index-Futures | Aktienindex | Stock index | Risiko | Risk | Stochastischer Prozess | Stochastic process | Großbritannien | United Kingdom | Aktienmarkt | Stock market | Börsenkurs | Share price |
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