Author: Liu Shi-Miin Chou Chih-Hsien
Publisher: Routledge Ltd
ISSN: 1466-4305
Source: Applied Financial Economics, Vol.13, Iss.12, 2003-12, pp. : 879-891
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Inter-market spread trading: evidence from UK index futures markets
By Butterworth Darren Holmes Phil
Applied Financial Economics, Vol. 12, Iss. 11, 2002-11 ,pp. :
Fractional cointegration tests with GARCH
By Tse Yiuman
Applied Financial Economics, Vol. 8, Iss. 4, 1998-08 ,pp. :