Information Transmission Across Eurodollar Futures Markets

DOI10.1142/S0219024998000138zbMath0909.90027OpenAlexW1971825345MaRDI QIDQ4216111

Kian-Guan Lim, Eric Terry, Desmond How

Publication date: 28 December 1998

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024998000138

zbMATH Keywords

round-the-clock trading

Mathematics Subject Classification ID

Cites Work

• Generalized autoregressive conditional heteroscedasticity
• A causality-in-variance test and its application to financial market prices
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

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