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Search: subject:"Intraday non-linearities"
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Electronic trading systems and intraday non-linear dynamics: An examination of the FTSE 100 cash and futures returns
Canto, Bea
;
Kräussl, Roman
-
2007
existence of
intraday
non-linearities
in the FTSE 100 cash and futures indices. We test whether the introduction of the …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010298369
Saved in:
2
Electronic trading systems and intraday non-linear dynamics: An examination of the FTSE 100 cash and futures returns
Canto, Bea
;
Kräussl, Roman
-
Center for Financial Studies
-
2007
existence of
intraday
non-linearities
in the FTSE 100 cash and futures indices. We test whether the introduction of the …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010986493
Saved in:
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