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Nonlinear dynamics in arbitrage of the S&P 500 index and futures : a threshold error-correction model
Kim, Bonghan
;
Chun, Sun Eae
;
Min, Hong-ghi
- In:
Economic modelling
27
(
2010
)
2
,
pp. 566-573
Persistent link: https://www.econbiz.de/10003952857
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