Clarifying the dynamics of the relationship between option and stock markets using the threshold vector error correction model
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Publication:960349
DOI10.1016/J.MATCOM.2008.02.023zbMath1152.91734OpenAlexW1993866413MaRDI QIDQ960349
Publication date: 17 December 2008
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2008.02.023
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Cites Work
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