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Information about:
Hakan Er

Personal Details | Affiliation | Works
This is information that was supplied by Hakan Er in registering through RePEc. If you are Hakan Er , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Hakan
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Last Name: Er
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RePEc Short-ID: per41

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Homepage: http://www.geocities.com/hakaner
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Affiliation

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Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Sheri M. Markose & Hakan Er, 2000. "The Black (1976) effect and cross market arbitrage in FTSE-100 index futures and options," Economics Discussion Papers 522, University of Essex, Department of Economics.

Articles

  1. Edward Tsang & Sheri Markose & Hakan Er, 2005. "Chance Discovery In Stock Index Option And Futures Arbitrage," New Mathematics and Natural Computation (NMNC), World Scientific Publishing Co. Pte. Ltd., vol. 1(03), pages 435-447. [Downloadable!] (restricted)

Did you know? RePEc stands for Research Papers in Economics.

This page was last updated on 2009-12-5.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.