The authors are grateful for valuable feedback from the editor and an anonymous referee, participants at the 15th Annual Symposium of the Society for Nonlinear Dynamics and Econometrics, Applied EconomicsAnniversary Conference at Cambridge, and seminar participants at Lancaster, and Alicante. Ivan Paya is also grateful for financial support from the Spanish Ministerio de Educacion y Ciencia Research Project ECO2008-05721/ECON.
Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets†
Article first published online: 24 MAY 2010
© 2010 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 31, Issue 2, pages 192–203, February 2011
How to Cite
Paya, I. and Peel, D. A. (2011), Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets. J. Fut. Mark., 31: 192–203. doi: 10.1002/fut.20464
- Issue published online: 1 DEC 2010
- Article first published online: 24 MAY 2010
- Manuscript Accepted: MAR 2010
- Manuscript Received: OCT 2009