Threshold non-linear dynamics between Hang Seng stock index and futures returns
| Year of publication: |
2011
|
|---|---|
| Authors: | Chung, Hon-Lun ; Chan, Wai-Sum ; Batten, Jonathan A. |
| Published in: |
The European journal of finance. - London : Routledge, ISSN 1351-847X, ZDB-ID 12824124. - Vol. 17.2011, 7 (1.8.), p. 471-487
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