A threshold error-correction model for intraday futures and index returns Journal Articles uri icon

Overview

Published in

  • Journal of Applied Econometrics

Time

Date/time value

  • 1998

Identity

Digital Object Identifier (DOI)

  • 10.1002/(SICI)1099-1255(199805/06)13:3<245::AID-JAE480>3.0.CO;2-E

Additional Document Info

Parent Title

  • Journal of Applied Econometrics

Volume

  • 13

Issue

  • 3

Publisher

  • John Wiley & Sons