his article tests the hypothesis that price changes for a selected number of T commodity futures contracts are independent of previous price changes. The statistical procedure used to perform this test is called rescaled range analysis and is capable of identifying persistent or irregular cyclic dep
Linkages between agricultural commodity futures contracts
β Scribed by Malliaris, A. G.; Urrutia, Jorge L.
- Publisher
- John Wiley and Sons
- Year
- 1996
- Tongue
- English
- Weight
- 733 KB
- Volume
- 16
- Category
- Article
- ISSN
- 0270-7314
No coin nor oath required. For personal study only.
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