Do commodity prices follow a random walk? : an application of joint variance ratio tests
Kingsley Nwala
| Year of publication: |
2011
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|---|---|
| Authors: | Nwala, Kingsley |
| Published in: |
International journal of finance & policy analysis : ... annual edition. - Boca Raton, Fla. : Brown Walker Press, ISSN 0974-3499, ZDB-ID 2691190-5. - Vol. 3.2011, 1/2, p. 30-39
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| Subject: | Random Walk | Random walk | Rohstoffpreis | Commodity price | Varianzanalyse | Analysis of variance | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009670082