A Threshold Error Correction Model for Intraday Futures and Index Returns

M. Martens, P. Kofman, A.C.F. Vorst

Research output: Contribution to Journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	245-263
Journal	Journal of Applied Econometrics
Volume	13
Issue number	3
DOIs	https://doi.org/10.1002/(SICI)1099-1255(199805/06)13:3<245::AID-JAE480>3.0.CO;2-E
Publication status	Published - 1998

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author = "M. Martens and P. Kofman and A.C.F. Vorst",

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AU - Vorst, A.C.F.

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