Efficiency of commodity futures : a vector autoregression analysis
| Year of publication: |
1985
|
|---|---|
| Authors: | Canarella, Giorgio |
| Other Persons: | Pollard, Stephen K. (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 5.1985, 1, p. 57-76
|
| Subject: | Warenbörse | Commodity exchange | Getreide | Grain | Derivat | Derivative | Sojabohne | Soybean | Zeitreihenanalyse | Time series analysis | Theorie | Theory | USA | United States | 1960-1982 |
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