Applied Economics · 1985 · 50 citations · 47 references
BusinessBusiness EconomicsEconomicsFinancial EconomicsForecastingPricing TheoryCommodity Price DynamicsCommodity Price ForecastingDerivatives MarketsFutures MarketsIntertemporal PricingPresent ValueForeign Exchange Futures PricingFutures Market VolatilityFutures Price ForecastingFutures Price VolatilityFutures Pricing Theory
(1985). The behaviour of futures prices over time. Applied Economics: Vol. 17, No. 4, pp. 713-734.
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