Journal article

A threshold error-correction model for intraday futures and index returns

M Martens, P Kofman, TCF Vorst

Journal of Applied Econometrics | Published : 1998

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

University of Melbourne Researchers

Paul Kofman Author Business and Economics

Citation metrics