Regime switching in stock index and futures markets: a note on the NIKKEI evidence
Kanas, Angelos
Regime switching in stock index and futures markets: a note on the NIKKEI evidence 2009 - 2009 - 394-399 V. 14 Issue. 4
Finance and Economics
Stock index futures;Regime switching; time varying transition;Japan;
Regime switching in stock index and futures markets: a note on the NIKKEI evidence 2009 - 2009 - 394-399 V. 14 Issue. 4
Finance and Economics
Stock index futures;Regime switching; time varying transition;Japan;