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
Related Articles
- EP ID EP153367
- DOI -
- Views 176
- Downloads 0
Birth Seasonality Patterns in Central and Eastern Europe during 1996-2012
Fertility is characterised by seasonal and cyclical variations and also by another trend by geographic region and time span. This study aims to identify a birth seasonality model for post-communist Central and Eastern Eu...
Pareto’s Principle - Between Practical Validation and Scientific Deception -
We believe that in any situation where the contribution to the effort is uneven, the higher contribution is given by the ratio of those who participate in the contribution. Most of the times, in most human actions, the c...
Minorităţile conlocuitoare – disparităţi în ocupare şi şomaj
Pe teritoriul României trăieşte o multitudine de comunităţi aparţinând unor diverse minorităţi etnice. Rezultatele ultimului recensamânt al populaţiei şi locuinţelor din octombrie 2011 au arătat că românii reprezintă cir...
Defining Public Debt and External Debt and Revealing Their Statistical Trends and Econometric Models
The reminder of this paper is the following: the first section of the paper defines public and external debt, and underlines the significances of these basic concepts in modern and global economy, describing some specifi...
Metode econometrice în Conturile Naţionale Trimestriale din România
Articolul evidenţiază sintetic, principalele metode econometrice (incluzându-le pe cele matematice şi statistice) utilizate în calculul Conturilor Naţionale Trimestriale din România, respectiv al Produsului Intern Brut t...