Pricing Term Structure Risk in Futures Markets

Autor:	De Roon, Frans A., Nijman, Theo E., Veld, Chris
Zdroj:	The Journal of Financial and Quantitative Analysis, 1998 Mar 01. 33(1), 139-157.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/2331381 Zobrazit plný text záznamu