Index Arbitrage and Nonlinear Dynamics Between the S&P 500 Futures and Cash

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Main Author: Dwyer, Gerald P.
Other Authors: Locke, Peter, Yu, Wei
Format: Book
Language:English
Published: Atlanta Federal Reserve Bank of Atlanta 1995
Series:Working Paper 95-17
Subjects:
modelovanie lineárne
modely
trh kapitálový
deriváty
indexy burzové
modely ekonometrické
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041 0 |a eng 
044 |a US 
245 1 0 |a Index Arbitrage and Nonlinear Dynamics Between the S&P 500 Futures and Cash  |c Gerald P. Dwyer, Peter Locke, Wei Yu 
264 1 |a Atlanta  |b Federal Reserve Bank of Atlanta  |c 1995 
300 |a 28 s. 
490 1 |a Working Paper  |v 95-17 
830 0 |a Working Paper  |v 95-17 
610 2 0 |a modelovanie lineárne 
610 2 0 |a modely 
610 2 0 |a trh kapitálový 
610 2 0 |a deriváty 
610 2 0 |a indexy burzové 
610 2 0 |a modely ekonometrické 
100 1 |a Dwyer, Gerald P. 
700 1 |a Locke, Peter 
700 1 |a Yu, Wei 

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