Nonlinear Mean Reversion and Arbitrage in the Gold Futures Market
Year of publication: |
2008-03-05
|
---|---|
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 |
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