Nonlinear Mean Reversion and Arbitrage in the Gold Futures Market
Year of publication: |
2008
|
---|---|
Authors: | Lin, Jeng-Bau ; Liang, Jin-Ming ; Liang, Chin-Chia |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 6.2008, 9, p. 1-11
|
Publisher: |
AccessEcon |
-
The role of expectations in sudden stops
Mertens, Karel, (2007)
-
Financial stress and economic dynamics: An application to France
Aboura, Sofiane, (2013)
-
Hefeker, Carsten, (2003)
- More ...
-
Nonlinear Mean Reversion and Arbitrage in the Gold Futures Market
Lin, Jeng-Bau, (2007)
-
Nonlinear Mean Reversion and Arbitrage in the Gold Futures Market
Lin, Jeng-Bau, (2008)
-
Nonlinear Mean Reversion and Arbitrage in the Gold Futures Market
Lin, Jeng-Bau, (2007)
- More ...