Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets using Logistic Smooth Transition Regression Models

Andreas Röthig and Carl Chiarella

Publications of Darmstadt Technical University, Institute for Business Studies (BWL) from Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)

Date: 2007
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Published in Journal of Futures Markets (2007) : pp. 719-737

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Related works:
Working Paper: Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models (2009)
Journal Article: Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models (2007)
Working Paper: Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models (2006)
Working Paper: Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models (2006)
Working Paper: Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models (2006)
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