A trading strategy based on the led-lag relationship between the spot index and futures contract for the FTSE 100
Year of publication: |
2001
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Authors: | Brooks, Chris ; Rew, Alistair G. ; Ritson, Stuart |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 17.2001, 1, p. 31-44
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Subject: | Index-Futures | Index futures | Prognoseverfahren | Forecasting model | USA | United States | Kointegration | Cointegration | 1996-1997 |
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