A note on the effect of no-arbitrage conditions
โ Scribed by Da-Hsiang Donald Lien
- Publisher
- John Wiley and Sons
- Year
- 1992
- Tongue
- English
- Weight
- 396 KB
- Volume
- 12
- Category
- Article
- ISSN
- 0270-7314
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
The effects of urbanization on the temperature characteristics of a tropical city are examined. Twenty-year records of maximum, minimum and mean temperatures were extracted from four established meteorological stations in the Ibadan area. Three stations are within the urban region and the remaining
In many empirical studies, both spot and futures prices were shown to contain a stochastic trend. Consequently, it is necessary to examine the possible cointegration relationship between the two prices as suggested by the efficient markets hypothesis. The importance of incorporating the cointegratio