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
Systematic skewness in futures contracts
โ Scribed by Joan C. Junkus
- Publisher
- John Wiley and Sons
- Year
- 1991
- Tongue
- English
- Weight
- 792 KB
- Volume
- 11
- Category
- Article
- ISSN
- 0270-7314
No coin nor oath required. For personal study only.
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