@data{jae.2022314.0705338749,
author = {Martens, Martin and Kofman, Paul and Vorst, Ton},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {a-threshold-errorcorrection-model-for-intraday-futures-and-index-returns},
year = {1998},
version = {1},
url = {https://journaldata.zbw.eu/dataset/a-threshold-errorcorrection-model-for-intraday-futures-and-index-returns},
doi = "10.15456/jae.2022314.0705338749" 
}