"Clarifying the dynamics of the relationship between option and stock ..."

Ming-Yuan Leon Li (2008)

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DOI: 10.1016/J.MATCOM.2008.02.023

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type: Journal Article

metadata version: 2020-03-04

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Ming-Yuan Leon Li:
Clarifying the dynamics of the relationship between option and stock markets using the threshold vector error correction model. Math. Comput. Simul. 79(3): 511-520 (2008)

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