Time-varying bid-ask components of Nikkei 225 index futures on SIMEX
Year of publication: |
2002
|
---|---|
Authors: | Kim, In-joon ; Ko, Kwangsoo ; Noh, Seok Kyun |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 10.2002, 2, p. 183-200
|
Subject: | Geld-Brief-Spanne | Bid-ask spread | Index-Futures | Index futures | Japan | Momentenmethode | Method of moments |
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