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Threshold non-linear dynamics between Hang Seng stock index and futures returns
Chung, Hon-lun
;
Chan, Wai-Sum
;
Batten, Jonathan A.
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 471-486
Persistent link: https://www.econbiz.de/10009509864
Saved in:
2
Threshold non-linear dynamics between Hang Seng stock index and futures returns
Chung, Hon-Lun
;
Chan, Wai-Sum
;
Batten, Jonathan
- In:
The European Journal of Finance
17
(
2011
)
7
,
pp. 471-486
We test the joint dynamics between the Hong Kong
Hang
Seng
Index
futures and the underlying cash index using a …
Persistent link: https://www.econbiz.de/10009276892
Saved in:
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