Mean reversion in stock index futures markets: A nonlinear analysis
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference60 articles.
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2. Arbitrage in Stock Index Futures
3. Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets
4. A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures Market
5. (1992). Options and financial futures: Valuation and uses. New York: McGraw Hill.
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