A threshold error correction model for intraday futures and index returns

ACF (Ton) Vorst, MPE Martens, P Kofman

Research output: Contribution to journalArticleAcademicpeer-review

92 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)245-263
Number of pages19
JournalJournal of Applied Econometrics
Volume13
Publication statusPublished - 1998

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