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COINTEGRATION AND SETTLEMENT OF COMMODITY FUTURES CONTRACTS - MaRDI portal

COINTEGRATION AND SETTLEMENT OF COMMODITY FUTURES CONTRACTS (Q4265811)

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scientific article; zbMATH DE number 1340303
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English
COINTEGRATION AND SETTLEMENT OF COMMODITY FUTURES CONTRACTS
scientific article; zbMATH DE number 1340303

    Statements

    title
    COINTEGRATION AND SETTLEMENT OF COMMODITY FUTURES CONTRACTS (English)
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    author
    Kenneth A. Foster
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    Arthur Havenner
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    publication date
    12 November 2000
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    zbMATH Keywords
    commodity futures
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    state-space time series
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    cointegration
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    Identifiers

    zbMATH DE Number
    1340303
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    OpenAlex ID
    W2065785549
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