✦ LIBER ✦
Vector autoregression or simultaneous equations model? The intraday relationship between index arbitrage and market volatility
✍ Scribed by Kalok Chan; Y.Peter Chung
- Book ID
- 116134926
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 410 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0378-4266
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