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
Keywords :
Cost of carry model , Forecasting accuracy , Error correction model , Trading rules , FTSE 100 , Stock index futures
Journal title :
International Journal of Forecasting
Journal title :
International Journal of Forecasting
