𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices

✍ Scribed by Heather M. Anderson; Farshid Vahid

Book ID
108521919
Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
541 KB
Volume
40
Category
Article
ISSN
0004-900X

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Stock market volatility and the forecast
Stock market volatility and the forecasting performance of stock index futures
✍ Janchung Wang πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 120 KB πŸ‘ 1 views

## Abstract This study attempts to apply the general equilibrium model of stock index futures with both stochastic market volatility and stochastic interest rates to the TAIFEX and the SGX Taiwan stock index futures data, and compares the predictive power of the cost of carry and the general equili