The co-integrating relationship between stock index and futures prices

Proceedings - 2009 International Conference on New Trends in Information and Service Science, NISS 2009

Volumn , Issue , 2009, Pages 1389-1392

  Chai, Shanglei ^a   Guo, Chonghui ^a  

^a DALIAN UNIVERSITY OF TECHNOLOGY   (China)

Author keywords

Co integration; Futures price; Spot price; Stock index

Indexed keywords

CO-INTEGRATION; DYNAMIC ADJUSTMENT; ERROR CORRECTION MODELS; FUTURES PRICE; INTERNATIONAL STOCKS; SPOT PRICE; STOCK INDEX; STOCK INDICES;

ERROR CORRECTION; INTEGRATION;

COSTS;

EID: 70449553548     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/NISS.2009.200     Document Type: Conference Paper

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