Work

Time and Frequency Domain Representations of Futures Prices as a Stochastic Process

Year: 1972

Type: article

Source: Journal of the American Statistical Association

DOI: 10.1080/01621459.1972.10481201

Authors: Thomas F. Cargill, Gordon C. Rausser

Institutions: Purdue University West Lafayette, University of California System, University of California, Davis

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2170309054

FWCI: 3.422

Cites: 28

Cited by: 25

Related to: 10