A cointegrated commodity pricing model
| Year of publication: |
2012
|
|---|---|
| Authors: | Nakajima, Katsushi ; Ohashi, Kazuhiko |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 32.2012, 11, p. 995-1033
|
| Publisher: |
John Wiley & Sons, Ltd. |