An application of arbitrage pricing theory to futures markets: Tests of normal backwardation
- 1 February 1987
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 7 (1) , 21-34
- https://doi.org/10.1002/fut.3990070104
Abstract
No abstract availableThis publication has 26 references indexed in Scilit:
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