A factor analytical approach to the efficient futures market hypothesis
Year of publication: |
2015
|
---|---|
Authors: | Westerlund, Joakim ; Norkute, Milda ; Narayan, Paresh Kumar |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 35.2015, 4, p. 357-370
|
Subject: | Futures | Spotmarkt | Spot market | Kointegration | Cointegration | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | Welt | World | 1991-2012 |
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