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Modelling forward freight rate dynamics - empirical evidence from time charter rates

雑誌名 Maritime policy & management
出版社 Taylor ＆ Francis
巻号 Vol.31 No.4
筆者・編者・翻訳者 Steen Koekebakker, Roar Os Adland
記事概要

Introduction
A continuous time model for the forward freight rate
Data preparation and descriptive statistics
A smooth forward freight rate function
Empirical results
Concluding remarks

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