Nicholas Gunther

University of California, Berkeley

POB 13234

Oakland, CA 94661

United States

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Scholarly Papers (1)

1.

The Implied Futures Financing Rate

Number of pages: 49 Posted: 15 Mar 2021
University of California, Berkeley, University of California, Berkeley, University of California, Berkeley and University of California, Berkeley
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Abstract:

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futures, financing, debt, rate, leverage, trading, stock, equity index, S&P 500, Wishart, estimation, point estimate, interval estimate, fiducial inference, LIBOR, Treasury, rates, time series, AR(1), Ornstein-Uhlenbeck, autoregressive