Comparing alternative assumptions on the
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Frans A. De Roon; Yulia V. Veld-Merkoulova
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Article
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2004
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John Wiley and Sons
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English
⚖ 63 KB
## Abstract Donald Lien and Yan Wang (this issue) suggest an alternative test for different specifications of the term structure of futures prices, as used in our recently published paper in __The Journal of Futures Markets.__ Our paper (Y. V. Veld‐Merkoulova and F. A. de Roon, 2003) focuses on dev