𝔖 Bobbio Scriptorium
✦   LIBER   ✦

ON FINITE DIMENSIONAL REALIZATIONS FOR THE TERM STRUCTURE OF FUTURES PRICES

✍ Scribed by BJÖRK, TOMAS; BLIX, MAGNUS; LANDÉN, CAMILLA


Book ID
127183508
Publisher
World Scientific Publishing Company
Year
2006
Tongue
English
Weight
463 KB
Volume
09
Category
Article
ISSN
0219-0249

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Comparing alternative assumptions on the
✍ Frans A. De Roon; Yulia V. Veld-Merkoulova 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 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