Cointegration, unbiased expectations, and forecasting in the BIFFEX freight futures market
Year of publication: |
2000
|
---|---|
Authors: | Haigh, Michael S. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 20.2000, 6, p. 545-571
|
Subject: | Derivat | Derivative | Güterverkehr | Freight transport | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Großbritannien | United Kingdom | Kointegration | Cointegration |
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