The theoretical source of autocorrelation in forward and futures price relationships

Michael A. Polakoff, Fernando Diz

Research output: Contribution to journalArticle

1 Scopus citations
Original languageEnglish (US)
Pages (from-to)459-473
Number of pages15
JournalJournal of Futures Markets
Volume12
Issue number4
DOIs
StatePublished - 1992

ASJC Scopus subject areas

  • Business, Management and Accounting(all)
  • Accounting
  • Economics and Econometrics
  • Finance

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