Nonparametric tests of commodity futures market efficiency
Year of publication: |
2002
|
---|---|
Authors: | McKenzie, Andrew M. ; Djunaidi, Harjanto ; Wailes, Eric J. ; Cramer, Gail L. |
Published in: |
The southern business & economic journal. - Montgomery, Ala., ISSN 0743-779X, ZDB-ID 1116690-3. - Vol. 25.2002, 3/4, p. 163-173
|
Subject: | Rohstoffderivat | Commodity derivative | Effizienzmarkthypothese | Efficient market hypothesis | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | USA | United States |
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