Testing for Spanning with Futrures Contracts and Nontraded Assets: A General Approach

Theo Nijman, F.A. de Roon and Bas Werker
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F.A. de Roon: Tilburg University, Center For Economic Research

No 1996-83, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: regression analysis; futures (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (6)

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Working Paper: Testing for Spanning with Futures Contracts and Nontraded Assets: A general Approach (1996)
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