This paper examines the dependence of the Intraday Nikkei Stock Index Futures returns using Markov chain methodology and offers an alternative viewpoint to expl

The global value of trading in index futures is about $20 trillion per year and rising and for many countries the value traded is similar to that traded on thei

Hardbound. The Handbook of Finance is a primary reference work for financial economics and financial modeling students, faculty and practitioners. The expositor

Statistical Methods for Long Term Memory Processes covers the diverse statistical methods and applications for data with long-range dependence. Presenting mater