Forecasting futures returns in the presence of price limits
Year of publication: |
2005
|
---|---|
Authors: | Harel, Arie ; Harpaz, Giora ; Yagil, Joseph |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 25.2005, 2, p. 199-210
|
Subject: | Terminbörse | Futures exchange | Finanzmarktregulierung | Financial market regulation | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Theorie | Theory |
-
Fung, Joseph K. W., (2015)
-
Sarno, Lucio, (2005)
-
A new definition for time-dependent price mean reversion in commodity markets
Kocagil, Ahmet Enis, (2001)
- More ...
-
A new paradigm for forecasting security returns in a market regulated by price limits
Harel, Arie, (2010)
-
Forecasting futures returns in the presence of price limits
Harel, Arie, (2005)
-
A new paradigm for forecasting security returns in a market regulated by price limits
Harel, Arie, (2010)
- More ...