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Journal of forecasting
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Lead-lag relationship between spot index and futures price of the Nikkei Stock Average
Tse, Yiu Kuen
- In:
Journal of forecasting
14
(
1995
)
7
,
pp. 553-563
Persistent link: https://www.econbiz.de/10001192928
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Forecasting the Nikkei Spot Index with fractional cointegartion
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Journal of forecasting
18
(
1999
)
4
,
pp. 259-273
Persistent link: https://www.econbiz.de/10001434450
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