The pattern of price linkages among commodities
Jeffrey H. Dorfman and Berna Karali
| Year of publication: |
2014
|
|---|---|
| Authors: | Dorfman, Jeffrey H. ; Karali, Berna |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 34.2014, 11, p. 1062-1076
|
| Subject: | Rohstoffderivat | Commodity derivative | Kalendereffekt | Calendar effect | Börsenkurs | Share price | Stochastischer Prozess | Stochastic process | Kointegration | Cointegration | Korrelation | Correlation | Schätzung | Estimation | USA | United States | 1990-2011 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010508679