๐”– Bobbio Scriptorium
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Supplementary information and markov processes in Soybean futures trading

โœ Scribed by Steven C. Turner; Jack E. Houston; Tommie L. Shepherd


Publisher
John Wiley and Sons
Year
1992
Tongue
English
Weight
837 KB
Volume
12
Category
Article
ISSN
0270-7314

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Information Role of U.S. Futures Trading
โœ Hung-Gay Fung; Wai K. Leung; Xiaoqing Eleanor Xu ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 130 KB

## Abstract Using a bivariate, asymmetric generalized autoregressive conditional heteroskedasticity model, we examine the patterns of information flows for three financial futures contracts that are dualโ€listed on U.S. and Asian markets (i.e., Nikkei 225 Index, Eurodollar, and dollarโ€“yen currency f