Title of article
Vector autoregression or simultaneous equations model? The intraday relationship between index arbitrage and market volatility
Author/Authors
Kalok Chan، نويسنده , , Y. Peter Chung، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
7
From page
173
To page
179
Keywords
VAR , SEM , Endogenous and exogenous variables , Index arbitrage , Intraday relationship , Market volatility
Journal title
Journal of Banking and Finance
Serial Year
1995
Journal title
Journal of Banking and Finance
Record number
192750
Link To Document