Premium
Does the S&P 500 futures mispricing series exhibit nonlinear dependence across time?
Author(s) -
Vaidyanathan Ravi,
Krehbiel Tim
Publication year - 1992
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990120606
Subject(s) - futures contract , citation , state (computer science) , library science , economics , mathematical economics , computer science , financial economics , algorithm
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom