Long-Dated Agricultural Futures Price Estimates Using the Seasonal Nelson-Siegel Model
| Year of publication: |
2011-07
|
|---|---|
| Authors: | West, Jason |
| Institutions: | Department of Accounting, Finance and Economics, Griffith Business School |
| Subject: | Commodity prices | Nelson-Siegel function | Seasonality | Liquidity |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications ; G13 - Contingent Pricing; Futures Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10009024421