Journal article

Mean reversion in stock index futures markets: a nonlinear analysis

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APA Style

Monoyios, M., & Sarno, L. (2002). Mean reversion in stock index futures markets: a nonlinear analysis.

MLA Style

Monoyios, M., and L. Sarno. Mean Reversion in Stock Index Futures Markets: a Nonlinear Analysis. 2002.

Chicago Style

Monoyios, M, and L Sarno. 2002. “Mean Reversion in Stock Index Futures Markets: a Nonlinear Analysis.”
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Files:: mm_sarno_jfm02.pdf

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Authors

+ Monoyios, M More by this author

Role:: Author

+ Sarno, L More by this author

Role:: Author

Publication date:: 2002-01-01

UUID:: uuid:7a8ee601-01df-45f7-b5b5-d0b7054a733c
Local pid:: oai:eprints.maths.ox.ac.uk:231
Deposit date:: 2011-05-19

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Copyright date:: 2002

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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