6.8 Historical Market Data – Further Reading

6.8  Further Reading – Historical Market Data

See Davidson (1996) and Zangari (1996a) for issues related to sourcing of data. See Goldman Sachs and SBC Warburg Dillon Read (1998) for data issues primarily from a systems standpoint. Ma, Mercer and Walker (1992) and Geiss (1995) discuss the construction of futures nearbys.