Nonlinear dynamics of the Nikkei Stock Average Futures

Please use this identifier to cite or link to this item: https://doi.org/10.1007/BF02425195

DC Field	Value
dc.title	Nonlinear dynamics of the Nikkei Stock Average Futures
dc.contributor.author	Tse, Y.K.
dc.date.accessioned	2011-02-22T03:09:26Z
dc.date.available	2011-02-22T03:09:26Z
dc.date.issued	1995
dc.identifier.citation	Tse, Y.K. (1995). Nonlinear dynamics of the Nikkei Stock Average Futures. Financial Engineering and the Japanese Markets 2 (3) : 181-195. ScholarBank@NUS Repository. <a href="https://doi.org/10.1007/BF02425195" target="_blank">https://doi.org/10.1007/BF02425195</a>
dc.identifier.issn	13802011
dc.identifier.issn	15736946
dc.identifier.uri	http://scholarbank.nus.edu.sg/handle/10635/19385
dc.description.uri	http://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1007/BF02425195
dc.publisher	Kluwer Academic Publishers
dc.source	Scopus
dc.type	Article
dc.contributor.department	ECONOMICS & STATISTICS
dc.description.doi	10.1007/BF02425195
dc.description.sourcetitle	Financial Engineering and the Japanese Markets
dc.description.volume	2
dc.description.issue	3
dc.description.page	181-195
dc.identifier.isiut	NOT_IN_WOS
Appears in Collections:	Staff Publications

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