Mean reversion in stock index futures markets: a nonlinear analysis
| Κύριοι συγγραφείς: | , |
|---|---|
| Μορφή: | Journal article |
| Έκδοση: |
2002
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| _version_ | 1826280531427328000 |
|---|---|
| author | Monoyios, M Sarno, L |
| author_facet | Monoyios, M Sarno, L |
| author_sort | Monoyios, M |
| collection | OXFORD |
| description | |
| first_indexed | 2024-03-07T00:15:06Z |
| format | Journal article |
| id | oxford-uuid:7a8ee601-01df-45f7-b5b5-d0b7054a733c |
| institution | University of Oxford |
| last_indexed | 2024-03-07T00:15:06Z |
| publishDate | 2002 |
| record_format | dspace |
| spelling | oxford-uuid:7a8ee601-01df-45f7-b5b5-d0b7054a733c2022-03-26T20:44:49ZMean reversion in stock index futures markets: a nonlinear analysisJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:7a8ee601-01df-45f7-b5b5-d0b7054a733cMathematical Institute - ePrints2002Monoyios, MSarno, L |
| spellingShingle | Monoyios, M Sarno, L Mean reversion in stock index futures markets: a nonlinear analysis |
| title | Mean reversion in stock index futures markets: a nonlinear analysis |
| title_full | Mean reversion in stock index futures markets: a nonlinear analysis |
| title_fullStr | Mean reversion in stock index futures markets: a nonlinear analysis |
| title_full_unstemmed | Mean reversion in stock index futures markets: a nonlinear analysis |
| title_short | Mean reversion in stock index futures markets: a nonlinear analysis |
| title_sort | mean reversion in stock index futures markets a nonlinear analysis |
| work_keys_str_mv | AT monoyiosm meanreversioninstockindexfuturesmarketsanonlinearanalysis AT sarnol meanreversioninstockindexfuturesmarketsanonlinearanalysis |