Intraday and interday basis dynamics : evidence from the FTSE 100 index futures market
Year of publication: |
2001 ; [Elektronische Ressource]
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Other Persons: | Garrett, Ian (contributor) ; Taylor, Nicholas (contributor) |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 5.2001, 2, p. 133-152
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Subject: | Index-Futures | Index futures | Aktienindex | Stock index | Marktmikrostruktur | Market microstructure | Arbitrage | Großbritannien | United Kingdom | Autokorrelation | Autocorrelation |
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