The Price Correlation between Crude Oil Spot and Futures - Applying the Rank Test Method
碩士 === 靜宜大學 === 財務金融研究所 === 98 === Using the non-parametric rank tests proposed by Breitung (2001), we set out in this study to determine whether any non-linear long-run equilibrium relationship exists between the petroleum spot and futures prices. We then estimate the nonlinear and asymmetry Thresh...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/73952373385722394124 |