The lead-lag relation between the S&P500 spot and futures markets : an intraday-data analysis using a threshold regression model
by Yiu-Kuen Tse and Wai-Sum Chan
| Year of publication: |
2010
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|---|---|
| Authors: | Tse, Yiu Kuen ; Chan, Wai-Sum |
| Published in: |
The Japanese economic review : the journal of the Japanese Economic Association. - Richmond, Vic. : Wiley, ISSN 1352-4739, ZDB-ID 1335724-4. - Vol. 61.2010, 1, p. 133-144
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| Subject: | Lag-Modell | Lag model | Regressionsanalyse | Regression analysis | USA | United States | Derivat | Derivative | Schätzung | Estimation | Spotmarkt | Spot market |
| 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://ebvufind01.dmz1.zbw.eu/10003980315