Πλοήγηση Μεταπτυχιακές Διατριβές ανά Συγγραφέα "Μιχαλόπουλος, Δημήτριος"
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Can the term structure of petroleum futures be forecasted in weekly horizons ?
Μιχαλόπουλος, Δημήτριος (2007-12-17)Modeling the futures curve of various assets is a matter of extensive investigation in financial literature. In the following study we will examine the evolution of the term structure of petroleum futures. Especially, our ...