Fractional integration in agricultural futures price volatilities revisited
Year of publication: |
2009
|
---|---|
Authors: | Sephton, Peter S. |
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. 40.2009, 1, p. 103-111
|
Subject: | Rohstoffderivat | Commodity derivative | Agrarprodukt | Agricultural product | Volatilität | Volatility | Statistische Methode | Statistical method | Zeitreihenanalyse | Time series analysis |
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