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

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16 Citations (Scopus)

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@article{7dd4dbd5ead947b8872e4d448357f6f5,

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

author = "Donald Lien and Tse, {Y K} and Xibin Zhang",

year = "2003",

doi = "10.1088/1469-7688/3/2/307",

language = "English",

volume = "3",

pages = "136 -- 144",

journal = "Quantitative Finance",

issn = "1469-7696",

publisher = "Routledge",

number = "2",

}

TY - JOUR

T1 - Structural change and lead-lag relationship between the Nikkei spot index and futures price: a genetic programming approach

AU - Lien, Donald

AU - Tse, Y K

AU - Zhang, Xibin

PY - 2003

Y1 - 2003

U2 - 10.1088/1469-7688/3/2/307

DO - 10.1088/1469-7688/3/2/307

M3 - Article

SN - 1469-7696

VL - 3

SP - 136

EP - 144

JO - Quantitative Finance

JF - Quantitative Finance

IS - 2

ER -