An examination of the relationship between stock index cash and futures markets: A cointegration approach

By M. Pizzi, Andrew J. Economopoulos, Heather M. O’Neill. 1998

Citations in the corpus

• Price Discovery and Volatility Spillovers in Index Futures Markets: Some Evidence from Mexico (2004, unknown): “ing Press et al. (1988), we use the general BFGS (Broyden–Fletcher–Goldfarb–Shanno) zation algorithm.”