Arbitrage, Cointegration, and the joint Dynamics of Prices across Discrete Commodity Futures Auctions
| Year of publication: |
1999
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|---|---|
| Authors: | Low, Aaron H.W. ; Muthuswamy, Jayaram ; Webb, Robert I. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 19.1999, 7, p. 799-816
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