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THE LEAD–LAG RELATION BETWEEN THE S&P500 SPOT AND FUTURES MARKETS: AN INTRADAY-DATA ANALYSIS USING A THRESHOLD REGRESSION MODEL

✍ Scribed by YIU-KUEN TSE; WAI-SUM CHAN


Book ID
111102521
Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
241 KB
Volume
61
Category
Article
ISSN
1352-4739

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