## Abstract Using a bivariate, asymmetric generalized autoregressive conditional heteroskedasticity model, we examine the patterns of information flows for three financial futures contracts that are dualβlisted on U.S. and Asian markets (i.e., Nikkei 225 Index, Eurodollar, and dollarβyen currency f
Performance of Pairs Trading Strategy in the U.S. REIT Market
β Scribed by Masaki Mori; Alan J. Ziobrowski
- Book ID
- 109174855
- Publisher
- John Wiley and Sons
- Year
- 2011
- Tongue
- English
- Weight
- 299 KB
- Volume
- 39
- Category
- Article
- ISSN
- 1080-8620
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