Cointegration and Error Correction Models: Intertemporal Causality between Index and Futures Prices.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 2, p. 193, doi. 10.1002/fut.3990130206
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1993 AND VI 13 AND IP 2
Results: 7
1
2
Regulatory Oversight and Automated Trading Design: Elements of Consideration.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 2, p. 213, doi. 10.1002/fut.3990130208
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- Publication type:
- Article
3
Nonlinear Dynamics of Daily Futures Prices: Conditional Heteroskedasticity or Chaos?
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 2, p. 175, doi. 10.1002/fut.3990130205
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- Publication type:
- Article
4
An Empirical Evaluation of Treasury-Bill Futures Market Efficiency: Evidence from Forecast Efficiency Tests.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 2, p. 199, doi. 10.1002/fut.3990130207
- By:
- Publication type:
- Article
5
The Effects of USDA Reports in Futures and Options Markets.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 2, p. 157, doi. 10.1002/fut.3990130204
- By:
- Publication type:
- Article
6
The Impact of Delivery Options on Futures Prices: A Survey.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 2, p. 127, doi. 10.1002/fut.3990130203
- By:
- Publication type:
- Article
7
The Pricing Relationship of Eurodollar Futures and Eurodollar Deposit Rates.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 2, p. 115, doi. 10.1002/fut.3990130202
- By:
- Publication type:
- Article