A threshold error correction model for intraday futures and index returns

ACF (Ton) Vorst, P Kofman, MPE Martens

Research output: Chapter/Conference proceeding › Chapter › Academic

Original language	Undefined/Unknown
Title of host publication	Proceedings of the Eight Annual European Futures Research Symposium
Editors	J.R. Sweeney
Place of Publication	Chigago
Pages	231-265
Number of pages	35
Publication status	Published - 1996

Research programs

@inbook{0b27d0eb9a904f9a8b6789d0f3004b41,

title = "A threshold error correction model for intraday futures and index returns",

author = "Vorst, \{ACF (Ton)\} and P Kofman and MPE Martens",

year = "1996",

language = "Undefined/Unknown",

pages = "231--265",

editor = "J.R. Sweeney",

booktitle = "Proceedings of the Eight Annual European Futures Research Symposium",

}