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

Donald Lien, Y K Tse, Xibin Zhang

Research output: Contribution to journalArticleResearchpeer-review

14 Citations (Scopus)
Original languageEnglish
Pages (from-to)136 - 144
Number of pages9
JournalQuantitative Finance
Volume3
Issue number2
DOIs
Publication statusPublished - 2003

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