Do commodity prices follow a random walk? : an application of joint variance ratio tests
Year of publication: |
2011
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Authors: | Nwala, Kingsley |
Published in: |
International journal of finance & policy analysis : ... annual edition. - Boca Raton, Fla. : Brown Walker Press, ISSN 0974-3499, ZDB-ID 2691190-5. - Vol. 3.2011, 1/2, p. 30-39
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Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Varianzanalyse | Analysis of variance | USA | United States | Rohstoffpreis | Commodity price | Theorie | Theory | Random Walk | Random walk |
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