A new econometric model of index arbitrage
Year of publication: |
2007
|
---|---|
Authors: | Taylor, Nicholas |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 13.2007, 1, p. 159-183
|
Subject: | Arbitrage | Aktienindex | Stock index | Index-Futures | Index futures | Ökonometrisches Modell | Econometric model |
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