A partially linear approach to modeling the dynamics of spot and futures prices
Jürgen Gaul and Erik Theissen
| Year of publication: |
2015
|
|---|---|
| Authors: | Gaul, Jürgen ; Theissen, Erik |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 35.2015, 4, p. 371-384
|
| Subject: | Börsenkurs | Share price | Aktienindex | Stock index | Index-Futures | Index futures | Arbitrage | Kointegration | Cointegration | Partielle kleinste Quadrate | Partial least squares | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Theorie | Theory | Deutschland | Germany |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011348414