Nonlinear Mean Reversion and Arbitrage in the Gold Futures Market
Year of publication: |
2007-12-07
|
---|---|
Authors: | Lin, Jeng-Bau ; Liang, Jin-Ming ; Liang, Chin-Chia |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 28.2007, 13, p. 0-0
|
Publisher: |
AccessEcon |
-
Asymmetric dynamics in the correlations of global equity and bond returns
Cappiello, Lorenzo, (2003)
-
What lies beneath the euro's effect on financial integration?
Kalemli-Ozcan, Sebnem, (2010)
-
Global commodity cycles and linkages a FAVAR approach
Lombardi, Marco, (2010)
- More ...
-
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)
-
Nonlinear Mean Reversion and Arbitrage in the Gold Futures Market
Lin, Jeng-Bau, (2008)
- More ...