Do wheat futures returns exhibit long-range dependence?
Year of publication: |
2011
|
---|---|
Authors: | Dawson, Philip J. |
Published in: |
Agricultural economics : the journal of the International Association of Agricultural Economists. - Hoboken, NJ : Wiley-Blackwell, ISSN 0169-5150, ZDB-ID 742889-3. - Vol. 42.2011, 1, p. 111-120
|
Subject: | Rohstoffderivat | Commodity derivative | Weizen | Wheat | Effizienzmarkthypothese | Efficient market hypothesis | Zeitreihenanalyse | Time series analysis | USA | United States |
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