Predicting the limit-hit frequency in futures contracts
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More about this item
KeywordsLimit pricing; Limit regime; Limit-hit frequency; Futures contracts;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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