Structural change and lead-lag relationship between the Nikkei spot index and futures price: A genetic programming approach

Quantitative Finance

Volumn 3, Issue 2, 2003, Pages 136-144

  Lien, Donald ^a   Tse, Y K ^b   Zhang, Xibin ^c  

^a UNIVERSITY OF TEXAS AT SAN ANTONIO   (United States)

^b SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

^c MONASH UNIVERSITY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0346895453     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1088/1469-7688/3/2/307     Document Type: Article

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