Linear and Nonlinear Intraday Dynamics between the Eurostoxx-50
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More about this item
KeywordsNonlinearity; BDS; Nonlinear error correction mechanism; Nonlinear causality; Eurostoxx50; Index futures.;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-10-28 (All new papers)
- NEP-EEC-2003-10-28 (European Economics)
- NEP-ETS-2003-10-28 (Econometric Time Series)
- NEP-RMG-2003-10-28 (Risk Management)
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