A new methodology for studying intraday dynamics of Nikkei index futures using Markov chains
Wang Shiyun, Lim Kian Guan, Carolyn Chang
| Year of publication: |
1999
|
|---|---|
| Authors: | Shiyun, Wang ; Lim, Kian-Guan ; Chang, Carolyn |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 9.1999, 3, p. 247-265
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| Subject: | Derivat | Derivative | Kapitaleinkommen | Capital income | Volatilität | Volatility | Markov-Kette | Markov chain | Aktienindex | Stock index | Japan | 1993-1994 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of international financial markets, institutions & money |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001402185