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~person:"France, Virginia G."
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France, Virginia G.
Bassett, Gilbert W.
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Review of futures markets
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Review of quantitative finance and accounting
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ECONIS (ZBW)
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Kalman filter estimation for valuing nontrading securities, with applications to the MMI cash-future spread on October 19 and 20, 1987
Bassett, Gilbert W.
- In:
Review of quantitative finance and accounting
1
(
1991
)
2
,
pp. 135-151
Persistent link: https://www.econbiz.de/10001107382
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The MMI cash-futures spread on October 19, 1987
Bassett, Gilbert W.
- In:
Review of futures markets
8
(
1989
)
1
,
pp. 118-138
Persistent link: https://www.econbiz.de/10001078663
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