Tests of a simple optimizing model of daily price limits on futures contracts
By: Lucy F. Ackert and William C. Hunter
Contributors: Hunter, William C.; Columbia University. Center for the Study of Futures Markets
Series: Working paper series -- CSFM-193; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-193
Publisher: Center for the Study of Futures Markets, Columbia Business School, Columbia University
Published: 1989
Place of publication: New York
Language: eng
Number of pages: 23
Subjects: Futures; Mathematical models; Speculation
Notes: "October 1989."

Includes bibliographical references (p. 22-23).