The theoretical source of autocorrelation in forward and futures price relationships

Michael A. Polakoff; Fernando Diz

doi:10.1002/fut.3990120407

The theoretical source of autocorrelation in forward and futures price relationships

Michael A. Polakoff, Fernando Diz

Whitman School of Management

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Original language	English (US)
Pages (from-to)	459-473
Number of pages	15
Journal	Journal of Futures Markets
Volume	12
Issue number	4
DOIs	https://doi.org/10.1002/fut.3990120407
State	Published - Aug 1992

ASJC Scopus subject areas

Economics and Econometrics
Accounting
General Business, Management and Accounting
Finance

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title = "The theoretical source of autocorrelation in forward and futures price relationships",

author = "Polakoff, {Michael A.} and Fernando Diz",

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The theoretical source of autocorrelation in forward and futures price relationships

ASJC Scopus subject areas

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