Nonlinear dynamics and competing behavioral interpretations : evidence from intra-day FTSE-100 index and futures data
Year of publication: |
2006
|
---|---|
Authors: | McMillan, David G. ; Speight, Alan E. H. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 26.2006, 4, p. 343-368
|
Subject: | Aktienindex | Stock index | Index-Futures | Index futures | Kointegration | Cointegration | Marktmikrostruktur | Market microstructure | Großbritannien | United Kingdom |
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