Journal of Banking & Finance
Vol. 19
No. 1
1995
Vector autoregression or simultaneous equations model? The intraday relationship between index arbitrage and market volatility
Kalok
Chan1;
Y. Peter
Chung2
1 Arizona State University · 2 University of California, Riverside
- DOI
- 10.1016/0378-4266(94)00128-p
- Volume
- 19
- Issue
- 1
- Pages
- 173-179
- Language
- en
- Sources
-
openalex
crossref
semanticscholar
Cite