Mean reversion and the comqvement of equilibrium spot and futures prices: Implications from alternative data-generating processes

Journal of Futures Markets

Volumn 21, Issue 8, 2001, Pages 769-796

  Zeng, Tian ^a,b  

^a Aeltus Investment Management   (United States)

^b NONE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0035632147     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.1804     Document Type: Article

References (18)

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