Price dynamics and error correction in stock index and stock index futures markets : a cointegration approach
Year of publication: |
1993
|
---|---|
Authors: | Wahab, Mamoud S. |
Other Persons: | Lashgari, Malek K. (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 13.1993, 7, p. 711-742
|
Subject: | Börsenkurs | Share price | Derivat | Derivative | Index-Futures | Index futures | Zeitreihenanalyse | Time series analysis | USA | United States | 1988-1992 |
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