Nonparametric Tests of Commodity Futures Market Efficiency
Year of publication: |
2004
|
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Authors: | McKenzie, Andrew M. ; Djunaidi, Harjanto ; Wailes, Eric J. ; Cramer, Gail L |
Publisher: |
[S.l.] : SSRN |
Subject: | Rohstoffderivat | Commodity derivative | Effizienzmarkthypothese | Efficient market hypothesis | Nichtparametrisches Verfahren | Nonparametric statistics | Warenbörse | Commodity exchange | Theorie | Theory | Schätzung | Estimation |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Southern Business & Economic Journal, Vol. 25, No. 3 & 4, Summer/Fall 2002 Volltext nicht verfügbar |
Classification: | B23 - Econometrics; Quantitative Studies ; C12 - Hypothesis Testing ; C13 - Estimation ; C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; Q13 - Agricultural Markets and Marketing; Cooperatives; Agribusiness |
Source: | ECONIS - Online Catalogue of the ZBW |
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