Trading futures spread portfolios: Applications of higher order and recurrent networks

European Journal of Finance

Volumn 14, Issue 6, 2008, Pages 503-521

  Dunis, Christian L ^a   Laws, Jason ^a   Evans, Ben ^a  

^a LIVERPOOL JOHN MOORES UNIVERSITY   (United Kingdom)

Author keywords

Cointegration; Futures spreads; Higher order networks; Recurrent networks; Trading filters

Indexed keywords

EID: 50849109234     PISSN: 1351847X     EISSN: 14664364     Source Type: Journal    
DOI: 10.1080/13518470801890834     Document Type: Article

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