The dynamics in the spot, futures, and call options with basis asymmetries: an intraday analysis in a generalized multivariate GARCH-M MSKST framework
| Year of publication: |
2007
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| Authors: | Wang, Kai-Li ; Chen, Mei-Ling |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 29.2007, 4, p. 371-394
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