Commodity futures indexes and related exchange traded notes : linear and nonlinear adjustment
Year of publication: |
2013
|
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Authors: | Noman, Abdullah M. ; Rahman, M. Nakibur |
Published in: |
Journal of derivatives & hedge funds. - Basingstoke : Palgrave Macmillian, ISSN 1753-9641, ZDB-ID 2408771-3. - Vol. 19.2013, 3, p. 189-207
|
Subject: | exchange traded notes | commodity futures | cointegration | nonlinear adjustment | Rohstoffderivat | Commodity derivative | Kointegration | Cointegration | Warenbörse | Commodity exchange | Theorie | Theory |
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