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The lead-lag relationship between the FTSE100 stock index and its derivative contracts
Ap Gwilym, Owain
;
Buckle, Michael J.
- In:
Applied financial economics
11
(
2001
)
4
,
pp. 385-393
Persistent link: https://www.econbiz.de/10001594854
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Long memory in the Canadian stock market
Beveridge, Steve
- In:
Applied financial economics
7
(
1997
)
6
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pp. 667-672
Persistent link: https://www.econbiz.de/10001240788
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