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A TEST OF THE INTERTEMPORAL HEDGING MODEL OF THE COMMODITIES FUTURES MARKETS
被引:4
作者
:
BECK, SE
论文数:
0
引用数:
0
h-index:
0
BECK, SE
机构
:
来源
:
JOURNAL OF FUTURES MARKETS
|
1993年
/ 13卷
/ 03期
关键词
:
D O I
:
10.1002/fut.3990130302
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
[No abstract available]
引用
收藏
页码:223 / 236
页数:14
相关论文
共 31 条
[1]
ON COMMODITY MARKET RISK PREMIUMS - ADDITIONAL EVIDENCE
BAXTER, J
论文数:
0
引用数:
0
h-index:
0
机构:
FAIRFIELD UNIV,SCH BUSINESS,FAIRFIELD,CT 06430
BAXTER, J
CONINE, TE
论文数:
0
引用数:
0
h-index:
0
机构:
FAIRFIELD UNIV,SCH BUSINESS,FAIRFIELD,CT 06430
CONINE, TE
TAMARKIN, M
论文数:
0
引用数:
0
h-index:
0
机构:
FAIRFIELD UNIV,SCH BUSINESS,FAIRFIELD,CT 06430
TAMARKIN, M
[J].
JOURNAL OF FUTURES MARKETS,
1985,
5
(01)
: 121
-
125
[2]
FUTURES MARKET-EFFICIENCY AND THE TIME CONTENT OF THE INFORMATION SETS
BIGMAN, D
论文数:
0
引用数:
0
h-index:
0
机构:
COLUMBIA UNIV,COLUMBIA BUSINESS SCH,NEW YORK,NY 10027
COLUMBIA UNIV,COLUMBIA BUSINESS SCH,NEW YORK,NY 10027
BIGMAN, D
GOLDFARB, D
论文数:
0
引用数:
0
h-index:
0
机构:
COLUMBIA UNIV,COLUMBIA BUSINESS SCH,NEW YORK,NY 10027
COLUMBIA UNIV,COLUMBIA BUSINESS SCH,NEW YORK,NY 10027
GOLDFARB, D
SCHECHTMAN, E
论文数:
0
引用数:
0
h-index:
0
机构:
COLUMBIA UNIV,COLUMBIA BUSINESS SCH,NEW YORK,NY 10027
COLUMBIA UNIV,COLUMBIA BUSINESS SCH,NEW YORK,NY 10027
SCHECHTMAN, E
[J].
JOURNAL OF FUTURES MARKETS,
1983,
3
(03)
: 321
-
334
[3]
CONSUMPTION RISK IN FUTURES MARKETS
BREEDEN, DT
论文数:
0
引用数:
0
h-index:
0
BREEDEN, DT
[J].
JOURNAL OF FINANCE,
1980,
35
(02)
: 503
-
520
[4]
INFORMATION, FUTURES PRICES, AND STABILIZING SPECULATION
DANTHINE, JP
论文数:
0
引用数:
0
h-index:
0
DANTHINE, JP
[J].
JOURNAL OF ECONOMIC THEORY,
1978,
17
(01)
: 79
-
98
[5]
UNIT ROOTS IN TIME-SERIES MODELS - TESTS AND IMPLICATIONS
DICKEY, DA
论文数:
0
引用数:
0
h-index:
0
机构:
N CAROLINA STATE UNIV,STAT,RALEIGH,NC 27695
DICKEY, DA
BELL, WR
论文数:
0
引用数:
0
h-index:
0
机构:
N CAROLINA STATE UNIV,STAT,RALEIGH,NC 27695
BELL, WR
MILLER, RB
论文数:
0
引用数:
0
h-index:
0
机构:
N CAROLINA STATE UNIV,STAT,RALEIGH,NC 27695
MILLER, RB
[J].
AMERICAN STATISTICIAN,
1986,
40
(01)
: 12
-
26
[6]
LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT
DICKEY, DA
论文数:
0
引用数:
0
h-index:
0
机构:
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
DICKEY, DA
FULLER, WA
论文数:
0
引用数:
0
h-index:
0
机构:
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
FULLER, WA
[J].
ECONOMETRICA,
1981,
49
(04)
: 1057
-
1072
[7]
TRENDS VERSUS RANDOM-WALKS IN TIME-SERIES ANALYSIS
DURLAUF, SN
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,COWLES FDN RES ECON,NEW HAVEN,CT 06520
YALE UNIV,COWLES FDN RES ECON,NEW HAVEN,CT 06520
DURLAUF, SN
PHILLIPS, PCB
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,COWLES FDN RES ECON,NEW HAVEN,CT 06520
YALE UNIV,COWLES FDN RES ECON,NEW HAVEN,CT 06520
PHILLIPS, PCB
[J].
ECONOMETRICA,
1988,
56
(06)
: 1333
-
1354
[8]
FUTURES TRADING AND INVESTOR RETURNS - INVESTIGATION OF COMMODITY MARKET RISK PREMIUMS
DUSAK, K
论文数:
0
引用数:
0
h-index:
0
DUSAK, K
[J].
JOURNAL OF POLITICAL ECONOMY,
1973,
81
(06)
: 1387
-
1406
[9]
AN APPLICATION OF ARBITRAGE PRICING THEORY TO FUTURES MARKETS - TESTS OF NORMAL BACKWARDATION
EHRHARDT, MC
论文数:
0
引用数:
0
h-index:
0
机构:
VIRGINIA POLYTECH INST & STATE UNIV,FINANCE,FALLS CHURCH,VA
EHRHARDT, MC
JORDAN, JV
论文数:
0
引用数:
0
h-index:
0
机构:
VIRGINIA POLYTECH INST & STATE UNIV,FINANCE,FALLS CHURCH,VA
JORDAN, JV
WALKLING, RA
论文数:
0
引用数:
0
h-index:
0
机构:
VIRGINIA POLYTECH INST & STATE UNIV,FINANCE,FALLS CHURCH,VA
WALKLING, RA
[J].
JOURNAL OF FUTURES MARKETS,
1987,
7
(01)
: 21
-
34
[10]
EXAMINING THE VALIDITY OF A TEST OF FUTURES MARKET-EFFICIENCY
ELAM, E
论文数:
0
引用数:
0
h-index:
0
机构:
TEXAS TECH UNIV,DEPT AGR ECON,LUBBOCK,TX 79409
ELAM, E
DIXON, BL
论文数:
0
引用数:
0
h-index:
0
机构:
TEXAS TECH UNIV,DEPT AGR ECON,LUBBOCK,TX 79409
DIXON, BL
[J].
JOURNAL OF FUTURES MARKETS,
1988,
8
(03)
: 365
-
372
←
1
2
3
4
→
共 31 条
[1]
ON COMMODITY MARKET RISK PREMIUMS - ADDITIONAL EVIDENCE
BAXTER, J
论文数:
0
引用数:
0
h-index:
0
机构:
FAIRFIELD UNIV,SCH BUSINESS,FAIRFIELD,CT 06430
BAXTER, J
CONINE, TE
论文数:
0
引用数:
0
h-index:
0
机构:
FAIRFIELD UNIV,SCH BUSINESS,FAIRFIELD,CT 06430
CONINE, TE
TAMARKIN, M
论文数:
0
引用数:
0
h-index:
0
机构:
FAIRFIELD UNIV,SCH BUSINESS,FAIRFIELD,CT 06430
TAMARKIN, M
[J].
JOURNAL OF FUTURES MARKETS,
1985,
5
(01)
: 121
-
125
[2]
FUTURES MARKET-EFFICIENCY AND THE TIME CONTENT OF THE INFORMATION SETS
BIGMAN, D
论文数:
0
引用数:
0
h-index:
0
机构:
COLUMBIA UNIV,COLUMBIA BUSINESS SCH,NEW YORK,NY 10027
COLUMBIA UNIV,COLUMBIA BUSINESS SCH,NEW YORK,NY 10027
BIGMAN, D
GOLDFARB, D
论文数:
0
引用数:
0
h-index:
0
机构:
COLUMBIA UNIV,COLUMBIA BUSINESS SCH,NEW YORK,NY 10027
COLUMBIA UNIV,COLUMBIA BUSINESS SCH,NEW YORK,NY 10027
GOLDFARB, D
SCHECHTMAN, E
论文数:
0
引用数:
0
h-index:
0
机构:
COLUMBIA UNIV,COLUMBIA BUSINESS SCH,NEW YORK,NY 10027
COLUMBIA UNIV,COLUMBIA BUSINESS SCH,NEW YORK,NY 10027
SCHECHTMAN, E
[J].
JOURNAL OF FUTURES MARKETS,
1983,
3
(03)
: 321
-
334
[3]
CONSUMPTION RISK IN FUTURES MARKETS
BREEDEN, DT
论文数:
0
引用数:
0
h-index:
0
BREEDEN, DT
[J].
JOURNAL OF FINANCE,
1980,
35
(02)
: 503
-
520
[4]
INFORMATION, FUTURES PRICES, AND STABILIZING SPECULATION
DANTHINE, JP
论文数:
0
引用数:
0
h-index:
0
DANTHINE, JP
[J].
JOURNAL OF ECONOMIC THEORY,
1978,
17
(01)
: 79
-
98
[5]
UNIT ROOTS IN TIME-SERIES MODELS - TESTS AND IMPLICATIONS
DICKEY, DA
论文数:
0
引用数:
0
h-index:
0
机构:
N CAROLINA STATE UNIV,STAT,RALEIGH,NC 27695
DICKEY, DA
BELL, WR
论文数:
0
引用数:
0
h-index:
0
机构:
N CAROLINA STATE UNIV,STAT,RALEIGH,NC 27695
BELL, WR
MILLER, RB
论文数:
0
引用数:
0
h-index:
0
机构:
N CAROLINA STATE UNIV,STAT,RALEIGH,NC 27695
MILLER, RB
[J].
AMERICAN STATISTICIAN,
1986,
40
(01)
: 12
-
26
[6]
LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT
DICKEY, DA
论文数:
0
引用数:
0
h-index:
0
机构:
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
DICKEY, DA
FULLER, WA
论文数:
0
引用数:
0
h-index:
0
机构:
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
FULLER, WA
[J].
ECONOMETRICA,
1981,
49
(04)
: 1057
-
1072
[7]
TRENDS VERSUS RANDOM-WALKS IN TIME-SERIES ANALYSIS
DURLAUF, SN
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,COWLES FDN RES ECON,NEW HAVEN,CT 06520
YALE UNIV,COWLES FDN RES ECON,NEW HAVEN,CT 06520
DURLAUF, SN
PHILLIPS, PCB
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,COWLES FDN RES ECON,NEW HAVEN,CT 06520
YALE UNIV,COWLES FDN RES ECON,NEW HAVEN,CT 06520
PHILLIPS, PCB
[J].
ECONOMETRICA,
1988,
56
(06)
: 1333
-
1354
[8]
FUTURES TRADING AND INVESTOR RETURNS - INVESTIGATION OF COMMODITY MARKET RISK PREMIUMS
DUSAK, K
论文数:
0
引用数:
0
h-index:
0
DUSAK, K
[J].
JOURNAL OF POLITICAL ECONOMY,
1973,
81
(06)
: 1387
-
1406
[9]
AN APPLICATION OF ARBITRAGE PRICING THEORY TO FUTURES MARKETS - TESTS OF NORMAL BACKWARDATION
EHRHARDT, MC
论文数:
0
引用数:
0
h-index:
0
机构:
VIRGINIA POLYTECH INST & STATE UNIV,FINANCE,FALLS CHURCH,VA
EHRHARDT, MC
JORDAN, JV
论文数:
0
引用数:
0
h-index:
0
机构:
VIRGINIA POLYTECH INST & STATE UNIV,FINANCE,FALLS CHURCH,VA
JORDAN, JV
WALKLING, RA
论文数:
0
引用数:
0
h-index:
0
机构:
VIRGINIA POLYTECH INST & STATE UNIV,FINANCE,FALLS CHURCH,VA
WALKLING, RA
[J].
JOURNAL OF FUTURES MARKETS,
1987,
7
(01)
: 21
-
34
[10]
EXAMINING THE VALIDITY OF A TEST OF FUTURES MARKET-EFFICIENCY
ELAM, E
论文数:
0
引用数:
0
h-index:
0
机构:
TEXAS TECH UNIV,DEPT AGR ECON,LUBBOCK,TX 79409
ELAM, E
DIXON, BL
论文数:
0
引用数:
0
h-index:
0
机构:
TEXAS TECH UNIV,DEPT AGR ECON,LUBBOCK,TX 79409
DIXON, BL
[J].
JOURNAL OF FUTURES MARKETS,
1988,
8
(03)
: 365
-
372
←
1
2
3
4
→