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The dynamics in the spot, futures, and call options with basis asymmetries: an intraday analysis in a generalized multivariate GARCH-M MSKST framework
Kai-Li Wang, Mei-Ling ChenVolume:
29
Language:
english
Pages:
24
DOI:
10.1007/s11156-007-0050-y
Date:
November, 2007
File:
PDF, 375 KB
english, 2007