Open AccessResidual Model for Future Prices
Author(s) -
Marcos Escobar,
Luis Seco
Publication year - 2012
Publication title -
journal of business administration research
Language(s) - Uncategorized
Resource type - Journals
eISSN - 1927-9515
pISSN - 1927-9507
DOI - 10.5430/jbar.v1n2p110
Subject(s) - normal backwardation , futures contract , term (time) , measure (data warehouse) , residual , flexibility (engineering) , econometrics , yield curve , affine term structure model , economics , mathematics , spot contract , mathematical economics , computer science , financial economics , statistics , physics , algorithm , quantum mechanics , database