Robles-Fernandez, M. Dolores; Nieto, Luisa; Fernandez, … - In: Studies in Nonlinear Dynamics & Econometrics 8 (2007) 4, pp. 1106-1106
This paper analyses the nonlinear dynamic behaviour of intraday returns in the Eurostoxx50 cash and futures index which, given their relatively recent appearance, have not yet been analysed. We find that both return series show nonlinear individual dynamics that cannot exclusively be explained...