Vector autoregression or simultaneous equations model? The intraday relationship between index arbitrage and market volatility

Gespeichert in:

Autor*in:	Chan, K. [verfasserIn] Chung, Y.P.

Format:	Artikel

Erschienen:	1995

Umfang:	8

Übergeordnetes Werk:	Enthalten in: Journal of banking & finance - Amsterdam [u.a.] : Elsevier, 1977, 19(1995), 1, Seite 173-180
Übergeordnetes Werk:	volume:19 ; year:1995 ; number:1 ; pages:173-180 ; extent:8

Katalog-ID:	OLC174703486X

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