The dynamics of the spot index and futures contract for Singapore exchange

The dynamics of the spot index and futures contract for Singapore exchange

Master's

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Bibliographic Details
Main Author: SOH TAT YONG
Other Authors: ECONOMICS
Format: Theses and Dissertations
Language:English
Published: 2010
Subjects:
High Frequency Data, Stock Index, Index Futures, Variance Ratio Test, ARMA & Multivariate BEKK-GARCH
Online Access:http://scholarbank.nus.edu.sg/handle/10635/15251
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Institution: National University of Singapore
Language: English
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spelling sg-nus-scholar.10635-152512015-01-07T20:57:40Z The dynamics of the spot index and futures contract for Singapore exchange SOH TAT YONG ECONOMICS WONG WING KEUNG High Frequency Data, Stock Index, Index Futures, Variance Ratio Test, ARMA & Multivariate BEKK-GARCH Master's MASTER OF SOCIAL SCIENCES 2010-04-08T10:51:34Z 2010-04-08T10:51:34Z 2006-03-24 Thesis SOH TAT YONG (2006-03-24). The dynamics of the spot index and futures contract for Singapore exchange. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/15251 NOT_IN_WOS en
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
language English
topic High Frequency Data, Stock Index, Index Futures, Variance Ratio Test, ARMA & Multivariate BEKK-GARCH
spellingShingle High Frequency Data, Stock Index, Index Futures, Variance Ratio Test, ARMA & Multivariate BEKK-GARCH
SOH TAT YONG
The dynamics of the spot index and futures contract for Singapore exchange
description Master's
author2 ECONOMICS
author_facet ECONOMICS
SOH TAT YONG
format Theses and Dissertations
author SOH TAT YONG
author_sort SOH TAT YONG
title The dynamics of the spot index and futures contract for Singapore exchange
title_short The dynamics of the spot index and futures contract for Singapore exchange
title_full The dynamics of the spot index and futures contract for Singapore exchange
title_fullStr The dynamics of the spot index and futures contract for Singapore exchange
title_full_unstemmed The dynamics of the spot index and futures contract for Singapore exchange
title_sort dynamics of the spot index and futures contract for singapore exchange
publishDate 2010
url http://scholarbank.nus.edu.sg/handle/10635/15251
_version_ 1681079163372437504

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