The Mathematical Institute, University of Oxford, Eprints Archive

Mean reversion in stock index futures markets: a nonlinear analysis

Monoyios, Michael and Sarno, Lucio (2002) Mean reversion in stock index futures markets: a nonlinear analysis. Journal of Futures Markets, 22 . pp. 285-314.

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Item Type:Article
Subjects:O - Z > Statistics
Research Groups:Mathematical and Computational Finance Group
ID Code:231
Deposited By: Professor Michael Monoyios
Deposited On:24 May 2006
Last Modified:29 May 2015 18:18

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