CONSISTENT PARALLEL AND PROPORTIONAL SHIFTS IN THE TERM STRUCTURE OF FUTURES PRICES (Q5245891): Difference between revisions

From MaRDI portal
ReferenceBot (talk | contribs)
Changed an Item
Set OpenAlex properties.
 
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1142/s0219024915500065 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2098767512 / rank
 
Normal rank

Latest revision as of 12:16, 30 July 2024

scientific article; zbMATH DE number 6425390
Language Label Description Also known as
English
CONSISTENT PARALLEL AND PROPORTIONAL SHIFTS IN THE TERM STRUCTURE OF FUTURES PRICES
scientific article; zbMATH DE number 6425390

    Statements

    CONSISTENT PARALLEL AND PROPORTIONAL SHIFTS IN THE TERM STRUCTURE OF FUTURES PRICES (English)
    0 references
    0 references
    15 April 2015
    0 references
    term structure
    0 references
    futures prices
    0 references
    parallel shift
    0 references
    consistent
    0 references
    affine
    0 references

    Identifiers