COINTEGRATION AND SETTLEMENT OF COMMODITY FUTURES CONTRACTS (Q4265811)
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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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