The lead-lag relationship between the FTSE100 stock index and its derivative contracts
Year of publication: |
2001
|
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Authors: | Ap Gwilym, Owain ; Buckle, Michael J. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 11.2001, 4, p. 385-393
|
Subject: | Aktienindex | Stock index | Index-Futures | Index futures | Lag-Modell | Lag model | Schätzung | Estimation |
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