Modeling nonlinear dynamics of daily futures price changes
Andre H. Gao; George H. K. Wang
| Year of publication: |
1999
|
|---|---|
| Authors: | Gao, Andre H. ; Wang, George H. K. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 19.1999, 3, p. 325-351
|
| Subject: | Währungsderivat | Currency derivative | Index-Futures | Index futures | Zeitreihenanalyse | Time series analysis | USA | United States | Nichtlineare Dynamik | Nonlinear dynamics | 1984-1993 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of futures markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001377991