Vector autoregression or simultaneous equations model? : The intraday relationship between index arbitrage and market volatility
Kalok Chan ; Y. Peter Chung
| Year of publication: |
1995
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|---|---|
| Authors: | Chan, Kalok |
| Other Persons: | Chung, Y. Peter (contributor) |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 19.1995, 1, p. 173-179
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| Subject: | Derivat | Derivative | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
| 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/10001181847