Long Agricultural Futures Prices: ARCH, Long Memory, or Chaos Processes?
Year of publication: |
1998-05-04
|
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Authors: | Wei, Anning ; Leuthold, Raymond M. |
Institutions: | EconWPA |
Subject: | futures markets | ARCH | chaos |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - pdf; prepared on PC; to print on HP Laserjet; pages: 56; figures: included. Office for Futures and Options Research (OFOR) at the University of Illinois at Urbana-Champaign. Working Paper 98-03. For a complete list of OFOR working papers see 56 pages |
Classification: | Q - Agricultural and Natural Resource Economics |
Source: |
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