Price behavior of stock index futures : evidence from FTSE Xinhua China A50 and H-share index furtures markets
Janchung Wang
| Year of publication: |
2011
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| Authors: | Wang, Janchung |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 47.2011, Suppl.1, p. 61-77
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| Subject: | component GARCH model | Hemler-Longstaff model | persistence in mispricing | pricing of stock index futures | SGX FTSE Xinhua China A50 index futures | Index-Futures | Index futures | China | Börsenkurs | Share price | ARCH-Modell | ARCH model | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009299029