Mean Reversion and the Comovement of Equilibrium Spot and Futures Prices: Implications from Alternative Data-Generating Processes
| Year of publication: |
2001
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|---|---|
| Authors: | Zeng, Tian |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 21.2001, 8, p. 769
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