Use this URL to cite or link to this record in EThOS:
Title: A study of the multivariate distribution of commodity futures prices with a view to the development of portfolios and trading systems
Author: Connolly, K. B.
ISNI:       0000 0001 3561 3243
Awarding Body: City of London Polytechnic
Current Institution: London Metropolitan University
Date of Award: 1985
Availability of Full Text:
Access from EThOS:
No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: Multivariate trading rules