|Present||Senior Lecturer, School of Mathematics and Applied Statistics, Faculty of Informatics, University of Wollongong|
Phone: 02 4421 3836
No Subject Area (5)
Is the Basis of the Stock Index Futures Markets Nonlinear?
Applied Statistics Education and Research Collaboration (ASEARC) - Conference Papers (2011)
A considerable amount of papers use a cost-carry model in modelling the relationship between future and spot index prices. The ...