COINTEGRATION AND SETTLEMENT OF COMMODITY FUTURES CONTRACTS (Q4265811): Difference between revisions

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Latest revision as of 09:36, 30 July 2024

scientific article; zbMATH DE number 1340303
Language Label Description Also known as
English
COINTEGRATION AND SETTLEMENT OF COMMODITY FUTURES CONTRACTS
scientific article; zbMATH DE number 1340303

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    COINTEGRATION AND SETTLEMENT OF COMMODITY FUTURES CONTRACTS (English)
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    12 November 2000
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    commodity futures
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    state-space time series
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    cointegration
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