Linear dependence, nonlinear dependence and petroleum futures market efficiency
Year of publication: |
1997
|
---|---|
Authors: | Fujihara, Roger Arnold |
Other Persons: | Mougoué, Mbodja (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 17.1997, 1, p. 75-99
|
Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | Rohstoffderivat | Commodity derivative | Ölmarkt | Oil market | Theorie | Theory | USA | United States | 1989-1993 |
-
Do asset prices reflect fudamentals? : freshly squeezed evidence from the OJ market
Boudoukh, Jacob, (2007)
-
Implications of commodity price behavior for marketing strategies
Tomek, William G., (2005)
-
Do asset prices reflect fundamentals? : Freshly squeezed evidence from the OJ market
Boudoukh, Jacob, (2003)
- More ...
-
Testing for infrequent permanent shocks : is the US inflation rate stationary?
Fujihara, Roger Arnold, (2007)
-
Temporal aggregation and unit roots in nominal foreign exchange rates
Fujihara, Roger Arnold, (1994)
-
International linkages between short-term real interest rates
Fujihara, Roger Arnold, (1996)
- More ...