The Linear Regression Model for setting up the Futures Price

Journal Title: Revista Romana de Statistica - Year 2015, Vol 63, Issue 1

Abstract

To realize a linear regression, we have considered the computation method for futures prices that, according to economic culture, is based on the rate of the supporting asset and internal/external interest ratios, and also on the time period until maturity. The market price of a futures instrument is influenced by the demand and supply, that is the number of units traded within a certain period.

Authors and Affiliations

Mario PAGLIACCI, Janusz GRABARA, Mădălina Gabriela ANGHEL, Cristina SACALĂ, Vasile Lucian ANTON

Keywords

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  • EP ID EP153367
  • DOI -
  • Views 174
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How To Cite

Mario PAGLIACCI, Janusz GRABARA, Mădălina Gabriela ANGHEL, Cristina SACALĂ, Vasile Lucian ANTON (2015). The Linear Regression Model for setting up the Futures Price. Revista Romana de Statistica, 63(1), 52-66. https://europub.co.uk/articles/-A-153367