Concentration on the nearby contract in financial futures...

Concentration on the nearby contract in financial futures markets: A stochastic model to explain the phenomenon

Günter Bamberg, Gregor Dorfleitner
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Volume:
24
Language:
english
Pages:
14
DOI:
10.1007/bf02752606
Date:
January, 2000
File:
PDF, 633 KB
english, 2000
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