Does the S&P 500 futures mispricing series exhibit nonlinear dependence across time?
| Year of publication: |
1992
|
|---|---|
| Authors: | Vaidyanathan, Ravi ; Krehbiel, Tim |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 12.1992, 6, p. 659-677
|
| Publisher: |
John Wiley & Sons, Ltd. |