Lead-lag relationship between spot index and futures price of the Nikkei Stock Average

Tse, Y. K. . Journal of Forecasting 1995. 14 (7) :553-563

Locate this article in:

Bibtex

@article{CIS-126919,
  Author = {Tse, Y. K.},
  Title = {Lead-lag relationship between spot index and futures price of the Nikkei Stock Average},
  Journal = {Journal of Forecasting},
  Volume = {14},
  Number = {7},
  Year = {1995},
  Pages = {553--563},
  Keywords = {Vector autoregression}
}

Similar articles