Nonlinearity in the Indian commodity markets : evidence from a battery of tests
Tarun Soni
| Year of publication: |
2013
|
|---|---|
| Authors: | Soni, Tarun Kumar |
| Published in: |
International journal of financial engineering and risk management. - Olney : Inderscience, ISSN 2049-0909, ZDB-ID 2735250-X. - Vol. 1.2013, 1, p. 73-89
|
| Subject: | nonlinear dependence | commodity futures | commodity spot | India | Rohstoffderivat | Commodity derivative | Indien | Nichtlineare Regression | Nonlinear regression | Warenbörse | Commodity exchange | Rohstoffmarkt | Commodity market | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Rohstoffpreis | Commodity price | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| 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/10010197971