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Monte Carlo Analysis of Mean Reversion in Commodity Futures..:
Irwin, Scott H.
;
Zulauf, Carl R.
;
Jackson, Thomas E.
American Journal of Agricultural Economics. 78 (1996) 2 - p. 387-399 , 1996
Link:
https://doi.org/10.2307/1243711
RT Journal T1 <Title>Monte Carlo Analysis of Mean Reversion in Commodity Futures Prices</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.2307_1243711&Exemplar=1&LAN=DE A1 Irwin, Scott H. A1 Zulauf, Carl R. A1 Jackson, Thomas E. PB Wiley YR 1996 SN 0002-9092 SN 1467-8276 JF American Journal of Agricultural Economics VO 78 IS 2 SP 387 OP 399 LK http://dx.doi.org/https://doi.org/10.2307/1243711 DO https://doi.org/10.2307/1243711 SF ELIB - SuUB Bremen
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