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~isPartOf:"The Japanese economic review : the journal of the Japanese Economic Association"
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The Japanese economic review : the journal of the Japanese Economic Association
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The lead-lag relation between the S&P500 spot and futures markets : an intraday-data analysis using a threshold regression model
Tse, Yiu Kuen
;
Chan, Wai-Sum
- In:
The Japanese economic review : the journal of the …
61
(
2010
)
1
,
pp. 133-144
Persistent link: https://www.econbiz.de/10003980315
Saved in:
2
THE LEAD-LAG RELATION BETWEEN THE S&P500 SPOT AND FUTURES MARKETS: AN INTRADAY-DATA ANALYSIS USING A THRESHOLD REGRESSION MODEL
TSE, YIU-KUEN
;
CHAN, WAI-SUM
- In:
The Japanese economic review : the journal of the …
61
(
2010
)
1
,
pp. 133-145
Persistent link: https://www.econbiz.de/10008383666
Saved in:
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