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A threshold error-correction model for intraday futures and index returns
Martens, Martin
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 245-263
Persistent link: https://www.econbiz.de/10001244202
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A Threshold Error-correction Model for Intraday Futures and Index Returns
Martens, M.
;
Kofman, P.
;
Vorst, T.C.F.
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 245-264
Persistent link: https://www.econbiz.de/10006993241
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