Do futures prices exhibit maturity effect? : a nonparametric revisit
Wei-han Liu
| Year of publication: |
2014
|
|---|---|
| Authors: | Liu, Wei-han |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 7/9, p. 813-825
|
| Subject: | maturity effect | consistent entropy asymmetry test | Kolmogorov–Smirnov dominance test | Wilcoxon rank sum and signed rank test | variance | value-at-risk | expected shortfall | Risikomaß | Risk measure | Theorie | Theory | Statistischer Test | Statistical test | Ranking-Verfahren | Ranking method | Fälligkeit | Maturity | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Entropie | Entropy | Varianzanalyse | Analysis of variance |
| 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/10010398924