Systematic sampling of nonlinear models : evidence on speed of adjustment in index futures markets
Ivan Paya; David A. Peel
| Year of publication: |
2011
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|---|---|
| Authors: | Payá, Ivan ; Peel, David |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 31.2011, 2, p. 192-203
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| Subject: | Index-Futures | Index futures | Anpassung | Adjustment | Börsenkurs | Share price | Nichtlineare Regression | Nonlinear regression | Großbritannien | United Kingdom |
| 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/10008908405