• Title of article

    A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100

  • Author/Authors

    Chris Brooks، نويسنده , , Alistair G. Rew، نويسنده , , Stuart Ritson، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2001
  • Pages
    14
  • From page
    31
  • To page
    44
  • Keywords
    Cost of carry model , Forecasting accuracy , Error correction model , Trading rules , FTSE 100 , Stock index futures
  • Journal title
    International Journal of Forecasting
  • Serial Year
    2001
  • Journal title
    International Journal of Forecasting
  • Record number

    178880

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=178880