An application of arbitrage pricing theory to futures markets: Tests of normal backwardation
作者:
Michael C. Ehrhardt,
James V. Jordan,
Ralph A. Walkling,
期刊:
Journal of Futures Markets
(WILEY Available online 1987)
卷期:
Volume 7,
issue 1
页码: 21-34
ISSN:0270-7314
年代: 1987
DOI:10.1002/fut.3990070104
出版商: Wiley Subscription Services, Inc., A Wiley Company
数据来源: WILEY
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