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Arbitrage 1 Arbitrage Pricing 1 Arbitrage pricing 1 Börsenkurs 1 Financial market 1 Finanzmarkt 1 Index futures 1 Index-Futures 1 Markov chain 1 Markov-Kette 1 Markov-switching GECM 1 Nichtlineare Regression 1 Noise Trading 1 Noise trading 1 Nonlinear regression 1 Share price 1 Theorie 1 Theory 1 Time series analysis 1 Zeitreihenanalyse 1 index arbitrage 1 limits to arbitrage 1 mispricing correction 1 noise momentum 1
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Free 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
Author
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Cai, Charlie X. 1 Chen, Jingzhi 1 Faff, Robert W. 1 Shin, Yongcheol 1
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The journal of futures markets 1
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ECONIS (ZBW) 1
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Nonlinear limits to arbitrage
Chen, Jingzhi; Cai, Charlie X.; Faff, Robert W.; Shin, … - In: The journal of futures markets 42 (2022) 6, pp. 1084-1113
Persistent link: https://www.econbiz.de/10013287917
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