Nonlinear Dynamics of the Nikkei Stock Average Futures

Nonlinear Dynamics of the Nikkei Stock Average Futures

This paper analyzes the conditional distribution of the Nikkei Stock Average Futures prices traded in the Singapore International Monetary Exchange (SIMEX). It is found that the conditional mean of the logarithmic price ratios is zero and the conditional variance is adequately described by the expon...

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書目詳細資料
主要作者:	TSE, Yiu Kuen
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 1995
主題:	Economics
在線閱讀:	https://ink.library.smu.edu.sg/soe_research/533
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

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