The theoretical source of autocorrelation in forward and futures price relationships
Michael A. Polakoff ; Fernando Diz
| Year of publication: |
1992
|
|---|---|
| Authors: | Polakoff, Michael A. |
| Other Persons: | Diz, Fernando (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 12.1992, 4, p. 459-473
|
| Subject: | Derivat | Derivative | CAPM | Schätztheorie | Estimation theory | 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/10001128523