Testing for Spanning with Futures Contracts and Nontraded Assets: A general Approach

F. A. de Roon, Theo Nijman and B. J. Werker

No 1996,63, SFB 373 Discussion Papers from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

Date: 1996
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Working Paper: Testing for Spanning with Futrures Contracts and Nontraded Assets: A General Approach (1996)
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