Price Dynamics and Error Correction in Stock Index and Stock Index Futures Markets: A Cointegration Approach
Year of publication: |
1993
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Authors: | Wahab, Mahmoud ; Lashgari, Malek |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 13.1993, 7, p. 711-742
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