Mean Reversion and Basis Dynamics

Michael Theobald, P Yallup

Research output: Contribution to journal › Article

5 Citations (Scopus)

Access to Document

@article{c459b30a384242afa8724394d6b7b0e5,

title = "Mean Reversion and Basis Dynamics",

author = "Michael Theobald and P Yallup",

year = "2001",

month = sep,

day = "1",

doi = "10.1002/fut.1901",

language = "English",

volume = "21",

pages = "797--818",

journal = "Journal of Futures Markets",

issn = "1096-9934",

publisher = "Wiley",

number = "9",

}