๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Long Memory In Futures Prices

โœ Scribed by John T. Barkoulas; Walter C. Labys; Joseph I. Onochie


Book ID
109178131
Publisher
John Wiley and Sons
Year
1999
Tongue
English
Weight
555 KB
Volume
34
Category
Article
ISSN
0732-8516

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


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## Abstract The authors reexamine the volatility of agricultural commodity futures for evidence of fractional integration, providing new empirical results and extending the extant literature in important dimensions. First, they utilize two relatively new estimators based on wavelets, which are gene