Impacts of shifts in uncertainty on spot and futures price change serial correlation and standardized covariation measures
Dean Leistikow
| Year of publication: |
1993
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|---|---|
| Authors: | Leistikow, Dean |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 13.1993, 8, p. 873-887
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| Subject: | Warenbörse | Commodity exchange | Risiko | Risk | CAPM | Theorie | Theory |
| 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/10001158684