Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models
Andreas Röthig; Carl Chiarella
Year of publication: |
2007
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Authors: | Röthig, Andreas ; Chiarella, Carl |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 27.2007, 8, p. 719-737
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Subject: | Spekulation | Speculation | Schätzung | Estimation | Rohstoffderivat | Commodity derivative | Australien | Australia | Anlageverhalten | Behavioural finance |
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