Direct tests of index arbitrage models

Neal, Robert
Direct tests of index arbitrage models / Robert Neal - Kansas City : Federal Reserve Bank of Kansas City, 1995 - 28 p. - Research Working Paper /Federal Reserve Bank of Kansas City RWP 95-03 .


MODELOS ECONOMETRICOS
ECONOMETRIA--METODOLOGIA
ARBITRAJE --INDICES

ECONOMIA

330.015 195 / N339